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zbMath0639.62083MaRDI QIDQ3780319

Cosimo Damiano Vitale

Publication date: 1987

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

zbMATH Keywords

decomposition problem linear filter homogeneous non-stationary multivariate ARMA process multivariate white noise process optimal multivariate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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