Decomposition of an autoregressive process into first order processes (Q272090): Difference between revisions
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scientific article
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English | Decomposition of an autoregressive process into first order processes |
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Decomposition of an autoregressive process into first order processes (English)
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20 April 2016
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autoregressive process
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first order process
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decomposition
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characteristic roots
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maximum likelihood estimators
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asymptotic distributions
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