Bhansali, R. J. The evaluation of certain quadratic forms occurring in autoregressive model fitting. (English) Zbl 0507.62075 Ann. Stat. 10, 121-131 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 9 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M15 Inference from stochastic processes and spectral analysis 60G10 Stationary stochastic processes Keywords:quadratic forms; autoregressive model fitting; infinite dimensional stationary covariance matrix; asymptotic covariance structure; second- order stationary process; inverse of covariance matrix; convergence of sequence of matrices; inverse covariance function; moving average process Citations:Zbl 0045.413; Zbl 0326.62062 × Cite Format Result Cite Review PDF Full Text: DOI