Factor ARMA representation of a Markov process (Q5941014)

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scientific article; zbMATH DE number 1635169
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Factor ARMA representation of a Markov process
scientific article; zbMATH DE number 1635169

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    Factor ARMA representation of a Markov process (English)
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    20 August 2001
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    Markov process
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    reversibility
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    dynamic factors
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    nonlinear canonical analysis
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