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scientific article; zbMATH DE number 1114326
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scientific article; zbMATH DE number 1114326

    Statements

    DOI
    10.2307/2965434
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    author
    Siem Jan Koopman
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    publication date
    8 February 1998
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    zbMATH DE Number
    1114326
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    zbMATH Keywords
    likelihood function
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    score vector
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    missing observations
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    state space
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    diffuse initial conditions
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    autoregressive integrated moving average components
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