On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
Siddiqui, M. M.
Ann. Math. Statist., Tome 29 (1958) no. 4, p. 585-588 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Publié le : 1958-06-14
Classification:  
@article{1177706636,
     author = {Siddiqui, M. M.},
     title = {On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 585-588},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706636}
}

Siddiqui, M. M. On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  585-588. http://gdmltest.u-ga.fr/item/1177706636/