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The covariance matrix of ARMA errors in closed form

✍ Scribed by Jan van der Leeuw

Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 463 KB
Volume: 63
Category: Article
ISSN: 0304-4076
DOI: 10.1016/0304-4076(94)90032-9

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