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    DOI
    10.2307/2286987
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    author
    Steven C. Hillmer
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    George C. Tiao
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    publication date
    1979
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    zbMATH DE Number
    3653374
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    zbMATH Keywords
    Gaussian errors
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    time series
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    multiple autoregressive moving average models
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    maximum likelihood estimation
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    multiplicative Arma models
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    noninvertible models
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    exact likelihood function
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