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
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
Journal title :
Applied Mathematics Letters
