ARMA序列协方差阵求逆和参数估计

陈兆国, 顾岚

ON THE INVERSE OF THE COVARIANCE MATRIX AND THE PARAMETER ESTIMATION OF ARMA SERIES

Chen Zhao-guo, Gu Lan

应用数学学报 . 1983, (3): 257 -266 . DOI: 10.12387/C1983034