An efficient and versatile algorithm for computing the covariance function of an ARMA process (Q2724228)

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An efficient and versatile algorithm for computing the covariance function of an ARMA process
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    An efficient and versatile algorithm for computing the covariance function of an ARMA process (English)
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    4 February 2003
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    computation
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    ARMA covariance function
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    signal processing
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    polynomial calculations
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    robustness
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