M28. Limiting behaviour of autocorrelation function of arma process as several roots of characteristic equation approach unit circle (Q3923457)
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English | M28. Limiting behaviour of autocorrelation function of arma process as several roots of characteristic equation approach unit circle |
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M28. Limiting behaviour of autocorrelation function of arma process as several roots of characteristic equation approach unit circle (English)
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1980
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limiting behaviour
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ARMA process
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roots of characteristic equation
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autocorrelation function
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unit circle
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