"A simple algorithm to factorize the autocovariance function of a moving ..."

Jürgen Ehlgen (1999)

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DOI: 10.1007/PL00022711

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type: Journal Article

metadata version: 2025-01-19

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Jürgen Ehlgen:
A simple algorithm to factorize the autocovariance function of a moving average process. Comput. Stat. 14(2): 189-195 (1999)

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