Simple correlated arma processes (Q3678516)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple correlated arma processes |
scientific article |
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Simple correlated arma processes (English)
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1984
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bivariate ARMA model
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correlation structure
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residual correlations
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simple correlated ARMA process
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autocorrelations
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cross correlations
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partial autocorrelations
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Simultaneous estimation
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conditional maximum likelihood
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diagnostic checking
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model building
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