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Latest revision as of 13:34, 5 March 2024

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    1986
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    autoregressive moving average models
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    missing data
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    exact maximum likelihood estimates
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    regression model
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    ARMA time series errors
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    nonconsecutive data
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    innovation transformation approach
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    explicit recursive procedure
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    modified Newton-Raphson procedure
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    weighted nonlinear least squares interpretation
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    numerical example
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