Open Access
June, 1958 On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
M. M. Siddiqui
Ann. Math. Statist. 29(2): 585-588 (June, 1958). DOI: 10.1214/aoms/1177706636
First Page PDF

Sorry, your browser doesn't support embedded PDFs, Download First Page

Vol.29 • No. 2 • June, 1958
Back to Top