Autoregressive error-processes, cubic splines and tridiagonal matrices

• Autorzy: Hilmar Drygas
• Języki publikacji: EN

Abstrakty

EN

In the paper formulate for the inversion of some tridiagonal matrices are given. The results can be applied to the autoregressive processes.

Słowa kluczowe

EN

autoregressive processes; cubic splines interpolation; linear regression model; time series

Kategorie tematyczne

• 62M10: Time series, auto-correlation, regression, etc.

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2003
• Tom: 23
• Numer: 2
• Strony: 147-165

Daty

wydano

2003

otrzymano

2003-04-10

Twórcy

autor

Hilmar Drygas

• Universität Kassel, Fachbereich 17 Mathematik/Informatik, Heinrich-Plett-Straße 40, D-34132 Kassel

Bibliografia

• [1] H. Drygas, Sufficiency and completeness in the general Gauss-Markov model, Sankhya Ser A 45 (1984), 88-98.
• [2] H. Drygas, The inverse of a tridiagonal matrix, Kasseler Mathematische Schriften, forthcoming (2003).
• [3] F. Graybill, Matrices with Applications in Statistics, Wadsworth & Brooks/Cole, Advanced Books & Software, Pacific Grove, California 1963.
• [4] R. Nabben, Two sided formels on the inverses of diagonally dominant tridiagonal matrices, Linear Algebra and its Applications 287 (1999), 289-305.
• [5] C.R. Rao, Linear statistical inference and its applications. John Wiley & Sons Inc., New York-London-Sydney-Toronto 1973.
• [6] P. Schönfeld, Methoden der Ökonometrie. Band I, Verlag Franz Vahlen GmbH, Berlin und Frankfurt am Main 1969.
• [7] H.R. Schwarz, Numerische Mathematik. R.G. Teubner-Verlag, Stuttgart 1988.
• [8] J.Stoer, Numerische Mathematik 1. 5. Auflage, Springer-Verlag, Berlin Heidelberg New York London Paris Tokyo Hong Kong 1989.
• [9] W. Törnig, P. Spellucci, Numerische Mathematik für Ingenieure und Physiker. Band 2: Numerische Methoden der Analysis. Springer Verlag, Berlin Heidelberg New York London Paris Tokyo Hong Kong 1990.

Identyfikatory

DOI

10.7151/dmps.1041