OPTIMAL QUADRATIC UNBIASED ESTIMATION FOR MODELS WITH LINEAR TOEPLITZ COVARIANCE STRUCTURE

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Bibliographic Details
Published in:Statistics (Berlin, DDR) DDR), 2003-01, Vol.37 (1), p.1-15
Main Authors: MARIN, JEAN-MICHEL, DHORNE, THIERRY
Format: Article
Language:English
Online Access:Get full text
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ISSN:0233-1888
DOI:10.1080/02331880309260