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Moving-average representation of autoregressive approximations - MaRDI portal

Moving-average representation of autoregressive approximations (Q1910902)

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scientific article; zbMATH DE number 859320
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English
Moving-average representation of autoregressive approximations
scientific article; zbMATH DE number 859320

    Statements

    Moving-average representation of autoregressive approximations (English)
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    24 September 1996
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    linear process
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    impulse response function
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    time series
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    autoregressive approximation
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