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A simple algorithm to factorize the autocovariance function of a moving average process |
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| Authors: | Jürgen Ehlgen |
| Affiliation: | University of Siegen, Department of Economics, D-57068 Siegen, Germany; Email: ehlgen@wap-server.fb5.uni-siegen.de, XX |
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| 本文献已被 SpringerLink 等数据库收录！ | |