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"A time varying coefficient vector AR modeling of nonstationary covariance ..."
Xing-Qi Jiang, Genshiro Kitagawa (1993)
- Xing-Qi Jiang, Genshiro Kitagawa:
A time varying coefficient vector AR modeling of nonstationary covariance time series. Signal Process. 33(3): 315-331 (1993)
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