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The conjecture on a stationary process without a good ARMA approximation
Conjecture on the absence of a good ARMA approximation. The process $X_t$ does not have a good ARMA model of the displayed form that is better than the simple $M+N$ -term truncation…
Conjectureopenarma-processes stationary-processes time-seriesarXiv posted 2 days ago

The conjecture on a stationary process without a good ARMA approximation