Asymptotic covariance structure of serial correlations in multivariate time series (Q3834916)
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English | Asymptotic covariance structure of serial correlations in multivariate time series |
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Asymptotic covariance structure of serial correlations in multivariate time series (English)
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1989
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asymptotic joint normality
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serial correlations
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multivariate second- order stationary time series
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asymptotic covariance
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Bartlett's formula
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