AN IMPROVED APPROACH TO INVERTING THE AUTOCOVARIANCE MATRIX OF A GENERAL MIXED AUTOREGRESSIVE MOVING AVERAGE TIME PROCESS1
- 1 March 1976
- journal article
- Published by Wiley in Australian Journal of Statistics
- Vol. 18 (1-2) , 73-75
- https://doi.org/10.1111/j.1467-842x.1976.tb00966.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On the inverse of the autocovariance matrix for a general moving average processBiometrika, 1976
- On the inverses of some patterned matrices arising in the theory of stationary time seriesJournal of Applied Probability, 1974
- Analysis of correlated random effects: linear model with two random componentsBiometrika, 1971
- Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given MatrixThe Annals of Mathematical Statistics, 1950