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The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case
B. Anderson,M. Deistler,Elisabeth Felsenstein,Lukas Koelbl
Published 2016 in Journal of Econometrics
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- Publication year
2016
- Venue
Journal of Econometrics
- Publication date
2016-06-01
- Fields of study
Mathematics, Engineering
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Semantic Scholar
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