AN ALGORITHM FOR THE INVERSION OF FINITE TOEPLITZ MATRICES

[1] Calderon A., 1959, ILLINOIS J MATH, V3, P490

[2] ON THE INVERSION OF THE SAMPLE COVARIANCE-MATRIX IN A STATIONARY AUTOREGRESSIVE PROCESS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02): : 585 - 588

[3] THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION [J]. BIOMETRIKA, 1955, 42 (1-2) : 151 - 159

[4] Yaglom AM, 1962, INTRO THEORY STATION

[1] Calderon A., 1959, ILLINOIS J MATH, V3, P490

[2] ON THE INVERSION OF THE SAMPLE COVARIANCE-MATRIX IN A STATIONARY AUTOREGRESSIVE PROCESS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02): : 585 - 588

[3] THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION [J]. BIOMETRIKA, 1955, 42 (1-2) : 151 - 159

[4] Yaglom AM, 1962, INTRO THEORY STATION