Fitting MA(\(q\)) models in the closed invertible region (Q2497787)

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Fitting MA(\(q\)) models in the closed invertible region
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    Fitting MA(\(q\)) models in the closed invertible region (English)
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    4 August 2006
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    admissible region for autoregressive-moving average time series
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    ARMA model reparameterization
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    numerical maximum likelihood estimation
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