Q3477847 (Q3477847): Difference between revisions
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Revision as of 04:20, 28 February 2024
scientific article
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scientific article |
Statements
1990
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autoregressive moving average processes
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multivariate time series
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Matrix expressions
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theoretical autocovariances
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computing autocovariance sequences of multivariate ARMA processes
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exact maximum likelihood estimation
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closed form expressions
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algorithms
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