Title of article
The inversion of correlation matrix for MA(1) process Original Research Article
Author/Authors
B.C. Sutradhar، نويسنده , , P. Kumar، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
5
From page
317
To page
321
Abstract
The exact expression for the inverse of the correlation matrix for the moving average order one, MA(1) process, is obtained. Its application in the context of longitudinal data analysis is discussed.
Keywords
Inversion of a submatrix , Partitioning , Inversion of the correlation matrix of AR(1) process
Journal title
Applied Mathematics Letters
Serial Year
2003
Journal title
Applied Mathematics Letters
Record number
897502
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