We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
May 3, 2009 · We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix.
We study the role of partial autocorrelations in the reparameterization and parsimonious modeling of a covariance matrix. The work is motivated by and tries ...
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Bibliographic details on Modeling covariance matrices via partial autocorrelations.
Daniels, M.J. and Pourahmadi, M. (2009) Modeling Covariance Matrices via Partial Autocorrelations. Journal of Multivariate Analysis, 100, 2352-2363.