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凌仕卿, 邓炜材

PARAMETRIC ESTIMATE OF MULTIVARIATE AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROCOVARIANCE MATRIX ERRORS

LING SHI-QING, DENG WEI-CAI

应用数学学报 . 1993, (4): 517 -533 . DOI: 10.12387/C1993062