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scientific article
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scientific article

    Statements

    author
    T. W. Anderson
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    Raul Pedro Mentz
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    publication date
    1983
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    zbMATH Keywords
    time series
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    sample Yule-Walker equations
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    maximum likelihood estimation
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    vector autoregressive processes
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M99
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    60G10
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    zbMATH DE Number
    3829095
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