A result on the covariance matrix of a stationary AR process
Year of publication: |
1979
|
---|---|
Authors: | Persson, Mats |
Publisher: |
Stockholm : EFI |
Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory |
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