A Decomposition of Some Serially-Structured Variance Matrices
定义了可分解为下三角带状矩阵的序列结构方差矩阵，这类矩阵可视为广义自回归移动平均过程有限实现的方差矩阵，并证明大量序列随机过程属于此类。
Serially-structured variance matrices which can be decomposed into lower-triangular band matrices are defined. These may be thought of as the variance matrices of finite realizations of generalized autoregressive-moving average processes. A large number of serially-generated stochastic processes are shown to be of this type.