Estimating wold matrices and vector moving average processes (Q4997695)

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scientific article; zbMATH DE number 7364929
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Estimating wold matrices and vector moving average processes
scientific article; zbMATH DE number 7364929

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    Estimating wold matrices and vector moving average processes (English)
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    30 June 2021
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    Wold matrices
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    bootstrap
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    multivariate time series
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