ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS (Q3197170)
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English | ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS |
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ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS (English)
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1991
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spectral density matrix
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spectral representation theorems
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periodic stationary processes
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periodic ARMA process
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