AR and MA representation of partial autocorrelation functions, with applications (Q2480813): Difference between revisions

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Latest revision as of 22:11, 18 December 2024

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AR and MA representation of partial autocorrelation functions, with applications
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    AR and MA representation of partial autocorrelation functions, with applications (English)
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    3 April 2008
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    Verblunsky coefficients
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    Orthogonal polynomials on the unit circle
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    Baxter's condition
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    Fractional ARIMA processes
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    Long memory
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