Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models (Q2742774)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models |
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Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models (English)
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23 September 2001
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prediction
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likelihood evaluation
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mean squared error
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multivariate ARMA model
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innovations algorithm
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