Last update: Sun Oct 15 02:07:18 MDT 2017
Top |
Symbols |
Math |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
BibTeX entry
@Article{Haddad:1998:SMC,
author = "John N. Haddad",
title = "A simple method for computing the covariance matrix
and its inverse of a stationary autoregressive
process",
journal = j-COMMUN-STAT-SIMUL-COMPUT,
volume = "27",
number = "3",
pages = "617--623",
year = "1998",
CODEN = "CSSCDB",
DOI = "https://doi.org/10.1080/03610919808813499",
ISSN = "0361-0918",
ISSN-L = "0361-0918",
bibdate = "Sat Jan 30 06:32:46 MST 2016",
bibsource = "http://www.math.utah.edu/pub/tex/bib/communstatsimulcomput1990.bib",
acknowledgement = ack-nhfb,
fjournal = "Communications in Statistics: Simulation and
Computation",
journal-URL = "http://www.tandfonline.com/loi/lssp20",
}
Related entries
- autoregressive,
21(2)463,
21(3)833,
22(1)19,
23(4)925,
24(3)567,
25(3)657,
26(3)961,
27(4)921
- computing,
19(2)381,
19(4)1497,
21(1)57,
21(1)71,
22(3)679,
23(3)861,
23(4)1047,
26(1)259,
26(3)947
- covariance,
19(3)1035,
21(1)71,
21(2)391,
21(4)1199,
22(3)643,
22(3)679,
22(4)1079,
23(1)281,
24(1)1,
26(1)173,
26(2)631,
26(3)813,
27(3)591,
28(2)403
- inverse,
20(2)619,
22(3)797,
25(3)741,
26(3)1041,
28(4)1051
- matrix,
19(2)433,
19(3)1035,
22(3)643,
22(3)679,
23(1)175,
23(1)281,
26(1)173,
26(2)619,
26(3)813,
28(2)403,
28(3)743,
28(4)1011
- method,
19(1)71,
19(3)837,
19(3)903,
20(1)121,
20(2)551,
20(2)725,
21(1)1,
21(1)15,
21(2)551,
21(4)1043,
22(3)679,
22(4)1181,
23(3)847,
23(4)953,
23(4)1047,
24(1)207,
24(3)745,
25(1)189,
25(2)301,
26(1)259,
26(3)901,
26(3)927,
26(3)1049,
26(3)1147,
27(2)357,
27(2)459,
27(3)699,
27(3)711,
27(4)1031,
28(2)369,
28(3)597,
28(3)699,
28(3)793,
28(4)867
- process,
19(1)1,
19(2)381,
19(3)1079,
19(4)1431,
20(2)497,
20(2)777,
21(1)1,
21(2)493,
21(3)833,
22(2)523,
22(2)591,
22(3)889,
23(3)727,
24(2)409,
25(1)235,
25(2)301,
25(3)671,
26(3)961,
26(4)1361,
27(2)525,
27(2)565,
27(4)981,
28(2)309,
28(3)849,
28(4)957,
28(4)1135
- simple,
19(3)837,
19(3)879,
20(2)539,
20(4)1085,
21(4)1255,
23(1)43,
23(2)393,
26(3)1029,
26(4)1315,
28(3)785
- stationary,
21(2)463