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Klein, A. A. B., & Spreij, P. J. C. (2002). On Stein’s equation, Vandermonde matrices and Fisher’s information matrix of time series processes. Part II: The ARMAX process. (UvA Econometrics Discussion Paper; No. 2002/04). Department of Quantitative Economics. http://www1.feb.uva.nl/pp/bin/463fulltext.pdf
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