ON A RELATIONSHIP BETWEEN THE INVERSE OF A STATIONARY COVARIANCE-MATRIX AND THE LINEAR INTERPOLATOR

被引：9

作者：

BHANSALI, RJ

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1990年 / 27卷 / 01期

关键词：

D O I：

10.2307/3214603

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：156 / 170

页数：15

相关论文

共 29 条

[1] BLOCK TOEPLITZ MATRIX INVERSION
AKAIKE, H
[J]. SIAM JOURNAL ON APPLIED MATHEMATICS, 1973, 24 (02) : 234 - 241
[2] [Anonymous], 2009, MULTIPLE TIME SERIES
[3] Bartlett M.S., 1955, INTRO STOCHASTIC PRO
[4] BATTAGLIA F, 1987, BIOMETRIKA, V74, P771
[5] CONSISTENT AUTOREGRESSIVE SPECTRAL ESTIMATES
BERK, KN
[J]. ANNALS OF STATISTICS, 1974, 2 (03) : 489 - 502
[6] STATISTICAL-ANALYSIS OF NON-LATTICE DATA
BESAG, J
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1975, 24 (03) : 179 - 195
[7] THE EVALUATION OF CERTAIN QUADRATIC-FORMS OCCURRING IN AUTOREGRESSIVE MODEL-FITTING
BHANSALI, RJ
[J]. ANNALS OF STATISTICS, 1982, 10 (01) : 121 - 131
[8] BHANSALI RJ, 1980, BIOMETRIKA, V67, P551
[9] A DERIVATION OF THE INFORMATION CRITERIA FOR SELECTING AUTOREGRESSIVE MODELS
BHANSALI, RJ
[J]. ADVANCES IN APPLIED PROBABILITY, 1986, 18 (02) : 360 - 387
[10] Brillinger D., 1975, TIME SERIES DATA ANA