Computation of the theoretical autocovariance function for a vector arma process (Q3889971)
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scientific article; zbMATH DE number 3696332
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| English | Computation of the theoretical autocovariance function for a vector arma process |
scientific article; zbMATH DE number 3696332 |
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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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