System Of Equations, Generalized Linear Model, Linear Regression, Covariance Matrix, Kronecker Product.
the same time point (whatever that time point might be). Incidentally, the 15 elements along the main diagonal of the covariance matrix already satisfy this property as they have the form (ϵ_ti)(ϵ_ti). We’ll make a quick note of this property. The diagonal elements of all blocks in the covariance