The Cepstral Model for Multivariate Time Series: The Vector Exponential Model
Published in Statistica Sinica, 2017
Recommended citation: Holan, S., McElroy, T., and Wu, G. (2017) "The Cepstral Model for Multivariate Time Series: The Vector Exponential Model." Statistica Sinica 27, 23-42.
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