Testing for short memory in a VARMA process
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 1999
ISSN: 0277-6693,1099-131X
DOI: 10.1002/(sici)1099-131x(199912)18:7<477::aid-for739>3.0.co;2-g