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zbMath0638.62113MaRDI QIDQ3779640

Claudia Scarani

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Cholesky factorization efficient algorithm seasonal adjustment time series decomposition

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Probabilistic methods, stochastic differential equations (65C99)

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