On the inverse of the covariance matrix for an autoregressive-moving average process
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Publication:5667915
DOI10.1093/biomet/60.1.193zbMath0254.62060MaRDI QIDQ5667915
Publication date: 1973
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/60.1.193
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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