Asymptotic covariance structure of serial correlations in multivariate time series

Roy, Roch . Biometrika 1989. 76 :824-827

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Bibtex

@article{CIS-85789,
  Author = {Roy, Roch},
  Title = {Asymptotic covariance structure of serial correlations in multivariate time series},
  Journal = {Biometrika},
  Volume = {76},
  Year = {1989},
  Pages = {824--827},
  Keywords = {}
}

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