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MR1365746 (97b:60058) 60G10 (62M10 62M15)
Fuller, Wayne A. Introduction to statistical time series. Second edition. Wiley Series in Probability and Statistics: Probability and Statistics. A Wiley-Interscience Publication. John Wiley & Sons, Inc., New York, 1996. xxiv+698 pp. ISBN: 0-471-55239-9
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