Cholesky Factor Deriving

To estimate the parameters of ARMA(ip,iq) model and estimate the PSD First using the Cholesky decomposition method to solve eq(12.8.5) to find AR model s parameters, this is finished by calling subroutine MCHOLSK . Then call subroutine MARYU

Cholesky-factorize symmetric positive definite 6 x 6 matrix A.

probably some 0.5 factors can be eliminated, and the square-roots can be removed the Cholesky fact. -probably some 0.5 factors can be eliminated, and the square-roots can be removed the Cholesky fact.