The inverse of covariance matrices for the ARMA\((p,q)\) class of processes (Q2569509)

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The inverse of covariance matrices for the ARMA\((p,q)\) class of processes
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    The inverse of covariance matrices for the ARMA\((p,q)\) class of processes (English)
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    27 October 2005
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    ARMA processes
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    band matrix
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