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 ...
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.
Dec 8, 2014 · We show here that the matrix covariance function of a multivariate stationary process can be characterized by a sequence of matrix partial ...