On the asymptotic properties of multivariate sample autocovariances (Q2486171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic properties of multivariate sample autocovariances |
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On the asymptotic properties of multivariate sample autocovariances (English)
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5 August 2005
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Asymptotic efficiency
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Multivariate ARMA
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Serial covariances
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