L. M. Kutikov, “The structure of matrices which are the inverse of the correlation matrices of random vector processes”, Zh. Vychisl. Mat. Mat. Fiz., 1967, Volume 7, Number 4,Pages <nobr>764

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Zh. Vychisl. Mat. Mat. Fiz., 1967 Volume 7, Number 4, Pages 764–773 (Mi zvmmf7347)

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The structure of matrices which are the inverse of the correlation matrices of random vector processes

L. M. Kutikov

Leningrad

UDC: 518:512.25

MSC: Primary 15A57; Secondary 15A09, 65F99

Received: 28.05.1966

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English version: USSR Computational Mathematics and Mathematical Physics, 1967, 7:4, 58–71

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