Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (Q3853004)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Function of Stationary Multiple Autoregressive Moving Average Models |
scientific article |
Statements
1979
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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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Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (English)
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