首页   按字顺浏览 期刊浏览 卷期浏览 AN IMPROVED APPROACH TO INVERTING THE AUTOCOVARIANCE MATRIX OF A GENERAL MIXED AUTOREGR...
AN IMPROVED APPROACH TO INVERTING THE AUTOCOVARIANCE MATRIX OF A GENERAL MIXED AUTOREGRESSIVE MOVING AVERAGE TIME PROCESS1

 

作者: O. D. Anderson,  

 

期刊: Australian Journal of Statistics  （WILEY Available online 1976）
卷期: Volume 18, issue 1‐2  

页码: 73-75

 

ISSN:0004-9581

 

年代: 1976

 

DOI:10.1111/j.1467-842X.1976.tb00966.x

 

出版商: Blackwell Publishing Ltd

 

数据来源: WILEY

 

摘要:

SummaryAnderson (1976b) showed how the exact inverse of a mixed process could be obtained by a single adjustment to an approximate inverse. A similar approach is demonstrated here, but this time approximate inverses are found in a much neater manner, using an idea implicit in Tiao and Ali (1971).

 

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