Statistical analysis of first-order MARMA processes (Q2518003)

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Statistical analysis of first-order MARMA processes
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    Statistical analysis of first-order MARMA processes (English)
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    12 January 2009
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    MARMA and ARMA processes
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    moving maximum
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    sign test
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    rank test
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    estimation of parameters
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    random variable
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    Fréchet distribution
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    Pearson correlation coefficient
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