Computation of the theoretical autocovariance function for a vector arma process (Q3889971)

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Computation of the theoretical autocovariance function for a vector arma process
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    Computation of the theoretical autocovariance function for a vector arma process (English)
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    1980
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    computation of theoretical autocovariance function
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    vector ARMA process
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    algorithm
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    parameter estimation
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    residual autocorrelations
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