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~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Federal Reserve System / Board of Governors"
~subject:"ARMA model"
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A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
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1996
Persistent link: https://www.econbiz.de/10000945555
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