Lower Bounds for Minimum Covariance Matrices in Time Series Regression Problems
Ylvisaker, N. Donald
Ann. Math. Statist., Tome 35 (1964) no. 4, p. 362-368 / Harvested from Project Euclid
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Publié le : 1964-03-14
Classification:  
@article{1177703759,
     author = {Ylvisaker, N. Donald},
     title = {Lower Bounds for Minimum Covariance Matrices in Time Series Regression Problems},
     journal = {Ann. Math. Statist.},
     volume = {35},
     number = {4},
     year = {1964},
     pages = { 362-368},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177703759}
}

Ylvisaker, N. Donald. Lower Bounds for Minimum Covariance Matrices in Time Series Regression Problems. Ann. Math. Statist., Tome 35 (1964) no. 4, pp.  362-368. http://gdmltest.u-ga.fr/item/1177703759/