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scientific article; zbMATH DE number 4115785
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scientific article; zbMATH DE number 4115785

    Statements

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    1987
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    decomposition of ARMA processes
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    stationary ARMA process
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    sum of autoregressive processes of order 1
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    spectral densities
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    nonlinear equations
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    white noise
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    multiplicity of solutions
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    spectral representation
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    orthogonal ARMA processes
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    poles
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    second order characteristics
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