The properties of the maximum likelihood estimate of the parameter of a first-order moving-average model, depend on the inverse of a symmetric tridiagonal matrix. Hitherto, approximate expressions for ...

The convergence of diagonal elements of an irreducible symmetric tridiagonal matrix under QL algorithm with some kinds of shift is discussed. It is proved that if α₁—σ→0 and βj→0, j = 1, 2, ···, m, ...