ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS (Q3197170)

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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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