Bias correction in ARMA models (Q1324594): Difference between revisions

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Latest revision as of 15:07, 22 May 2024

scientific article
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English
Bias correction in ARMA models
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    Bias correction in ARMA models (English)
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    24 May 1994
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    bias correction
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    general matrix formula
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    exact unconditional maximum likelihood estimate
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    ARMA models
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    known and unknown mean
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    examples
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