A simulation algorithm for non-causal VARMA processes (Q2018622)
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scientific article; zbMATH DE number 6419263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simulation algorithm for non-causal VARMA processes |
scientific article; zbMATH DE number 6419263 |
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A simulation algorithm for non-causal VARMA processes (English)
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24 March 2015
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VARMA processes
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non-causal processes
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stationary processes
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Jordan decomposition
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