The covariance matrix of ARMA errors in closed form (Q1341185)
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scientific article; zbMATH DE number 706568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The covariance matrix of ARMA errors in closed form |
scientific article; zbMATH DE number 706568 |
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The covariance matrix of ARMA errors in closed form (English)
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16 February 1995
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autoregressive moving average process
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exact ARMA covariance matrix
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general matrix representation in closed form
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