On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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Publication:5337639
DOI10.1093/biomet/50.1-2.129zbMath0129.11304OpenAlexW1981417294MaRDI QIDQ5337639
Publication date: 1963
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/50.1-2.129
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