References


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Martin, R.S. and Wilkinson, J.H. (1965) Symmetric Decomposition of Positive Definite Band Matrices, Num. Math., 7, 355-361.

Mauricio, J.A. (1993) Exact Maxinmm Likelihood Estimation of Stationary Vector ARMA models, I.C.A.E., D.T. Nº 9316.

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