On the Inverse of Some Covariance Matrices of Toeplitz Type
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/0131036
Reference14 articles.
1. Inversion of Toeplitz matrices
2. EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
3. Matrix Inversion, Its Interest and Application in Analysis of Data
4. A generalized simplex for factor analysis
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