DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072): Difference between revisions

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Latest revision as of 11:55, 21 June 2024

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DIFFERENTIAL GEOMETRY OF ARMA MODELS
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    DIFFERENTIAL GEOMETRY OF ARMA MODELS (English)
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    1990
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    Bartlett correction factor
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    time series
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    transformations
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    alpha- connections
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    autoregressive moving-average
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    curved exponential family
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    asymptotic bias
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    maximum likelihood estimator
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    likelihood ratio test statistic
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