"Closed-form expression for finite predictor coefficients of multivariate ..."

Akihiko Inoue (2020)

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DOI: 10.1016/J.JMVA.2019.104578

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type: Journal Article

metadata version: 2020-02-22

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Akihiko Inoue:
Closed-form expression for finite predictor coefficients of multivariate ARMA processes. J. Multivar. Anal. 176 (2020)

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