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"Fast Triangular Factorization of Covariance Matrices of Differenced Time ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Rajiv Vijayan, H. Vincent Poor (1993)

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DOI: 10.1137/0614073

access: closed

type: Journal Article

metadata version: 2023-08-13

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Rajiv Vijayan, H. Vincent Poor:
Fast Triangular Factorization of Covariance Matrices of Differenced Time Series. SIAM J. Matrix Anal. Appl. 14(4): 1096-1102 (1993)

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