The exact initial covariance matrix of the state vector of a general MA(q) process
Year of publication: |
1986
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Authors: | Diebold, Francis X. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 22.1986, 1, p. 27-31
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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