Publication:3817434
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zbMath0666.62020MaRDI QIDQ3817434
Publication date: 1989
ARMA processes; sample autocovariance function; sample autocorrelation function; weakly stationary stochastic processes; characterization of the covariance matrix
62E20: Asymptotic distribution theory in statistics
62M15: Inference from stochastic processes and spectral analysis
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