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- W2025571091 abstract "A procedure is given to estimate efficiently the coefficients of a general class of vector linear time series models. The procedure is based on spectral techniques. The estimated model is shown to contain, as particular cases, many of the time series models which have appeared in the literature." @default.
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- W2025571091 title "The efficient estimation of vector linear time series models" @default.
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- W2025571091 doi "https://doi.org/10.1093/biomet/63.2.381" @default.
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