On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models
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Publication:4490202
DOI10.1080/03610919908813576zbMath0968.62536OpenAlexW2083715535MaRDI QIDQ4490202
Publication date: 11 July 2000
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919908813576
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