Autoregressive error-processes, cubic splines and tridiagonal matrices
Hilmar Drygas
Discussiones Mathematicae Probability and Statistics, Tome 23 (2003), p. 147-165 / Harvested from The Polish Digital Mathematics Library
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In the paper formulate for the inversion of some tridiagonal matrices are given. The results can be applied to the autoregressive processes.

Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:287736 
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Hilmar Drygas. Autoregressive error-processes, cubic splines and tridiagonal matrices. Discussiones Mathematicae Probability and Statistics, Tome 23 (2003) pp. 147-165. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1041/

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