Computationally efficient methods for two multivariate fractionally integrated models
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2009.00631.x/fullpdf
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3. Introduction to Large Truncated Toeplitz Matrices
4. Circulant preconditioners for Toeplitz-block matrices;Chan;Numerical Algorithms,1994
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