The estimation of parameters for autoregressive-moving average models from sample autocovariances (Q3853006)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The estimation of parameters for autoregressive-moving average models from sample autocovariances |
scientific article |
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The estimation of parameters for autoregressive-moving average models from sample autocovariances (English)
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1979
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autoregressive moving average process
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maximum likelihood estimation
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sample autocovariance
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Walker log likelihood equation
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Newton-Raphson technique
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