An evaluation of algorithms for computing the covariance function of a multivariable arma process (Q2512229)

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An evaluation of algorithms for computing the covariance function of a multivariable arma process
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    An evaluation of algorithms for computing the covariance function of a multivariable arma process (English)
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    7 August 2014
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    covariance function
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    ARMA process
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    numerical algorithm
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    numerical accuracy
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