Provost, Serge B.; Haddad, John N. A recursive approach for determining matrix inverses as applied to causal time series processes. (English) Zbl 1427.62106 Metron 77, No. 1, 53-62 (2019). MSC: 62M10 15A09 15A63 15B05 PDFBibTeX XMLCite \textit{S. B. Provost} and \textit{J. N. Haddad}, Metron 77, No. 1, 53--62 (2019; Zbl 1427.62106) Full Text: DOI
Haddad, John N.; Rached, Ziad S.; Jajou, Amer F. The full likelihood function of a linear stationary Gaussian process. (English) Zbl 1411.62253 Int. J. Math. Comput. Sci. 13, No. 1, 9-14 (2018). MSC: 62M10 60G15 62J10 PDFBibTeX XMLCite \textit{J. N. Haddad} et al., Int. J. Math. Comput. Sci. 13, No. 1, 9--14 (2018; Zbl 1411.62253) Full Text: Link
Haddad, John N. The recursive property of the inverse of the covariance matrix of a moving-average process of general order. (English) Zbl 0837.62067 J. Time Ser. Anal. 16, No. 6, 551-554 (1995). MSC: 62M10 15A09 PDFBibTeX XMLCite \textit{J. N. Haddad}, J. Time Ser. Anal. 16, No. 6, 551--554 (1995; Zbl 0837.62067) Full Text: DOI
Haddad, John N. On the closed form of the likelihood function of the first order moving average model. (English) Zbl 0823.62073 Biometrika 82, No. 1, 232-234 (1995). MSC: 62M10 PDFBibTeX XMLCite \textit{J. N. Haddad}, Biometrika 82, No. 1, 232--234 (1995; Zbl 0823.62073) Full Text: DOI