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Latest revision as of 15:46, 25 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1984
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autoregressive moving average
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Lagrangian multiplier principle
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misspecification tests
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linear time series models
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ARMAX systems
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multivariate ARMA models with exogenous variables
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score tests
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sensitivity matrix
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identifiability
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admissible alternatives
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non- specific diagnostic check
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