Parameter estimation of an autoregressive moving average model (Q1162091)
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scientific article; zbMATH DE number 3753902
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| English | Parameter estimation of an autoregressive moving average model |
scientific article; zbMATH DE number 3753902 |
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Parameter estimation of an autoregressive moving average model (English)
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1982
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method of least squares
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log smoothed periodogram
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asymptotically efficient
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normality
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Newton-Raphson method
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