Testing for fundamental vector moving average representations (Q4586305)

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scientific article; zbMATH DE number 6935808
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Testing for fundamental vector moving average representations
scientific article; zbMATH DE number 6935808

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    Testing for fundamental vector moving average representations (English)
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    12 September 2018
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    fundamental representations
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    generalized spectrum
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    identification
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    invertible moving average
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    martingale difference sequence (MDS)
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