A complete VARMA modelling methodology based on scalar components (Q3552837)

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A complete VARMA modelling methodology based on scalar components
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    title
    A complete VARMA modelling methodology based on scalar components (English)
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    author
    George Athanasopoulos
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    Farshid Vahid
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    publication date
    22 April 2010
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    zbMATH Keywords
    identification
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    multivariate time series
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    Identifiers

    zbMATH DE Number
    5697497
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