Faster ARMA maximum likelihood estimation (Q1023549)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Faster ARMA maximum likelihood estimation |
scientific article |
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Faster ARMA maximum likelihood estimation (English)
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12 June 2009
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autoregressive approximation
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efficiency of the sample mean
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maximum likelihood estimator
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high-order autoregression
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long time series and massive data sets
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quantitative programming environments
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