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Cites work
- A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS
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- Time series: theory and methods.
Cited in
(12)- An efficient and versatile algorithm for computing the covariance function of an ARMA process
- Computation of additive decompositions of ARMA spectra
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- Frequency Domain Calculation of Seasonal VARMA Autocovariances
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