Estimation of the Generalized Prediction Error Variance of a Multiple Time Series
Year of publication: |
1996
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Authors: | Mohanty, R. ; Pourahmadi, M. |
Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 91.1996, 433, p. 294-299
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