A proof of a relationship between the generalized variances for associated autoregressive and moving average processes
Year of publication: |
1979
|
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Authors: | Anderson, O. D. |
Published in: |
Metrika : international journal for theoretical and applied statistics. - Berlin : Springer, ISSN 0026-1335, ZDB-ID 3502-6. - Vol. 26.1979, 2, p. 65-70
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Subject: | Ökonometrik Schätzung |
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