ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
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Cites work
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Cited in
(12)- Autoregressive model selection for multistep prediction
- Moving-average representation of autoregressive approximations
- Stationarity of generalized autoregressive moving average models
- Estimation of nonstationary ARMAX models based on the Hannan-Rissanen method
- ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
- A method for autoregressive-moving average estimation
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- A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
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