Covariance function of a Grid MA Process

Computes the covariance of a grid MA process: \(Cov(X_{s+k, t+l}, X_{s,t})\)

Usage

C(k, l, K)

Arguments

k

integer offset on row

l

integer offset on column

K

Coefficient matrix of "lag" polynomial

Value

numeric: value of \(C(k,l) = Cov(X_{s+k,t+l},X_{s,t})\)