Decomposition of an autoregressive process into first order processes (Q272090): Difference between revisions

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Revision as of 01:00, 20 March 2024

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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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