Bartlett's formulae -- closed forms and recurrent equations (Q1817407)

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Bartlett's formulae -- closed forms and recurrent equations
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    Bartlett's formulae -- closed forms and recurrent equations (English)
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    1 December 1996
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    Bartlett's formula
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    ARMA
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    time series
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    asymptotic covariance matrix
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    sample autocovariances
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    autocorrelations
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    stationary process
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    spectral density
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    fast computational algorithms
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