The inversion of correlation matrix for MA(1) process-Reference-Cited by-同舟云学术

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The inversion of correlation matrix for MA(1) process

Published:2003-04 Issue:3 Volume:16 Page:317-321
ISSN:0893-9659
Container-title:Applied Mathematics Letters
language:en
Short-container-title:Applied Mathematics Letters

Author:

Sutradhar B.C.,Kumar P.

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference7 articles.

1. Linear Statistical Inference and Its Applications;Rao,1973

2. A Study in the Analysis of Stationary Time Series;Whittle,1954

3. Time Series Analysis;Hannan,1960

4. On the inverse of the covariance matrix of a first order moving average;Shaman;Biometrika,1969

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2. Inverse of the covariance matrix of an MA(2) process;Journal of Computational and Applied Mathematics;2021-12

3. Moving average and autoregressive correlation structures under multivariate skew normality;Communications in Statistics - Simulation and Computation;2020-12-21

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