An alternative formulation for the recursive solution of the covariance and autocorrelation equations

The present paper gives an alternative formulation for solving autocorrelation and covariance equations, which is different from that based on a scalar product definition. A simple direct matrix formulation, which leads to recursive algorithms for both covariance and autocorrelation equations is given. For the covariance method k, α and β parameters are defined. Some useful definitions for ARMA models are given.