Asymptotic covariance structure of serial correlations in multivariate time series (Q3834916)

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Asymptotic covariance structure of serial correlations in multivariate time series
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    Asymptotic covariance structure of serial correlations in multivariate time series (English)
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    1989
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    asymptotic joint normality
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    serial correlations
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    multivariate second- order stationary time series
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    asymptotic covariance
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    Bartlett's formula
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