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subject:"Stochastischer Prozess"
~isPartOf:"BLS working papers"
~subject:"ARCH-Modell"
~subject:"VAR-Modell"
~type_genre:"Non-commercial literature"
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block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation
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Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Zadrosny, Peter A.
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2016
Persistent link: https://www.econbiz.de/10011539924
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