The Covariance Matrix of a Continuous Autoregressive Vector Time-Series
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Publication:5514981
DOI10.1214/aoms/1177703861zbMath0139.37002OpenAlexW1984498462MaRDI QIDQ5514981
Publication date: 1963
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177703861
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