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

Chen Zhao-guo, Gu Lan

Acta Mathematicae Applicatae Sinica ›› 1983, Vol. 6 ›› Issue (3) : 257-266.

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Acta Mathematicae Applicatae Sinica ›› 1983, Vol. 6 ›› Issue (3) : 257-266. DOI: 10.12387/C1983034

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 1983, 6(3): 257-266 https://doi.org/10.12387/C1983034

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