ARMA MODELS REALIZATION AND IMPULSE RESPONSES (Q2746223)

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ARMA MODELS REALIZATION AND IMPULSE RESPONSES
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    ARMA MODELS REALIZATION AND IMPULSE RESPONSES (English)
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    2001
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    auto-regressive moving average models
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    covariances
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    impulse response
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    maximum entropy
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    order identification
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    spectral density
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    stationary discrete-time process
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