@article{Gooijer:293045, recid = {293045}, author = {Gooijer, J }, title = {On the inverse of the autocovariance matrix for a general mixed autoregressive movie average process}, address = {1977}, number = {2243-2019-3467}, series = {AE7/77}, pages = {11}, year = {1977}, abstract = {Extending an approach given by Tiao & Ali (1971) the exact inverse of the autocovariance matrix of a general mixed autoregressive moving average process is obtained. Next the existence and form of this matrix is established for a general non-stationary process. An explicit expression for the inverse autocovariance matrix is given for the second order mixed autoregressive moving average process.}, url = {http://ageconsearch.umn.edu/record/293045}, doi = {https://doi.org/10.22004/ag.econ.293045}, }