This is a preview. Log in through your library . Abstract The Sherman--Morrison--Woodbury formulas relate the inverse of a matrix after a small-rank perturbation to the inverse of the original matrix.
We consider estimation of covariance matrices of stationary processes. Under a short-range dependence condition for a wide class of nonlinear processes, it is shown that the banded covariance matrix ...
Institute of Molecular Medicine I, Proteome Research, Medical Faculty and University Hospital Düsseldorf, Heinrich Heine University, 40225 Düsseldorf, Germany Department for Oral and ...
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