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The Covariance Matrix of a Continuous Autoregressive Vector Time-Series - MaRDI portal

The Covariance Matrix of a Continuous Autoregressive Vector Time-Series (Q5514981)

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scientific article; zbMATH DE number 3226660
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The Covariance Matrix of a Continuous Autoregressive Vector Time-Series
scientific article; zbMATH DE number 3226660

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    The Covariance Matrix of a Continuous Autoregressive Vector Time-Series (English)
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