Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization
- 1 May 1981
- journal article
- research article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 11 (2) , 201-206
- https://doi.org/10.1016/0304-4149(81)90005-3
Abstract
No abstract availableKeywords
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