6.10 Another circulant approximation to the covariance matrix for a circular CAR(1) model at n sites is
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6.10 Another circulant approximation to the covariance matrix for a circular CAR(1) model at n sites is given by
Σcirc = ????2 circ(1, ????, ????2
, ...,????m, ????m, ...,????2
, ????), n odd, m = (n − 1)∕2,
Σcirc = ????2 circ(1, ????, ????2
, ...,????m−1, ????m, ????m−1, ...,????2, ????), n even, m = n∕2, Show that the eigenvalues are given by?
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