On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix (Q5337639)
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scientific article; zbMATH DE number 3210470
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| English | On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix |
scientific article; zbMATH DE number 3210470 |
Statements
On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix (English)
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1963
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