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On the Fitting of Multivariate Autoregressions, and the Approximate Canonical Factorization of a Spectral Density Matrix

✍ Scribed by P. Whittle

Book ID: 124279351
Publisher: Oxford University Press
Year: 1963
Tongue: English
Weight: 552 KB
Volume: 50
Category: Article
ISSN: 0006-3444
DOI: 10.2307/2333753

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