Graphical diagnostics for modeling unstructured covariance matrices

International Statistical Review

Volumn 70, Issue 3, 2002, Pages 395-417

  Pourahmadi, Mohsen ^a  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Cholesky decomposition; Correlogram; Inverse correlogram; Linear covariance models; Partial correlogram; Positive definiteness constraint; Regressogram; Toeplitz matrix; Unconstrained parameterization

Indexed keywords

EID: 0036893887     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2002.tb00177.x     Document Type: Article

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