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Time series generated by mixtures—the DARMA(p, q) process

Published online by Cambridge University Press:  01 July 2016

P. A. Jacobs
Affiliation:
Stanford University
P. A. W. Lewis
Affiliation:
Naval Postgraduate School, Monterey

Abstract

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Type
Eighth Conference on Stochastic Processes and their Applications
Copyright
Copyright © Applied Probability Trust 1979 

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