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Computing and Estimating Information Matrices of Weak ARMA Models

Computational Statistics and Data Analysis - Netherlands
doi 10.1016/j.csda.2011.07.006
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Abstract

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Categories
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
Date

February 1, 2012

Authors
Y. Boubacar MainassaraM. CarbonC. Francq
Publisher

Elsevier BV


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