Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results (Q1241002): Difference between revisions

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+Power spectrum estimation through autoregressive model fitting
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+Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure
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+Estimation for autoregressive moving average models in the time and frequency domains
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+Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
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