Geodesic
The structure of matrices which are the inverse of the correlation matrices of random vector processes
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 7 (1967) no. 4, pp. 764-773

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     author = {L. M. Kutikov},
     title = {The structure of matrices which are the inverse of the correlation matrices of random vector processes},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {764--773},
     publisher = {mathdoc},
     volume = {7},
     number = {4},
     year = {1967},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1967_7_4_a2/}
}
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L. M. Kutikov. The structure of matrices which are the inverse of the correlation matrices of random vector processes. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 7 (1967) no. 4, pp. 764-773. http://geodesic.mathdoc.fr/item/ZVMMF_1967_7_4_a2/