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On covariance coefficients estimates of finite order moving average processes. (English) Zbl 0477.62073
MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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References:
[1] M. Wold: A Study in the Analysis of Stationary Time Series. Almqvist & Wiksell, Stockholm 1953. · Zbl 0019.35602
[2] G. Wilson: Factorization of the covariance generating function of a pure moving average process. SIAM J. Numer. Anal. 6 (1969), 1, 1-7. · Zbl 0176.46401
[3] A. Ralston: Základy numerické matematiky. (A First Course in Numerical Analysis). Academia, Praha 1978. · Zbl 0434.65002
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