Autoregressive error-processes, cubic splines and tridiagonal matrices

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

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

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

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