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Communications in Statistics - Theory and Methods Volume 14, 1985 - Issue 2
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Original Articles

On the approximation to the arma (P,Q) covariance determinant

Harri Hietikko University of Tampere, Finland
Pages 341-353 | Received 01 Mar 1984, Published online: 27 Jun 2007
 
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Abstract

An asymptotic expression of the eovarlance determinant of a stationary autoregresslve-moving average model is considered. Numerical examples are given in some simple special cases.

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