Relative entropy and spectral constraints: some invariance properties of the ARMA class.

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Bibliographic Details
Title:	Relative entropy and spectral constraints: some invariance properties of the ARMA class.
Authors:	Girardin, Valerie¹
Source:	Journal of Time Series Analysis. Nov2007, Vol. 28 Issue 6, p844-866. 23p.
Database:	Academic Search Ultimate

Description
ISSN:	01439782
DOI:	10.1111/j.1467-9892.2007.00535.x