Non-Gaussian autoregressive moving average processes. (Q3143034)
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English | Non-Gaussian autoregressive moving average processes. |
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Non-Gaussian autoregressive moving average processes. (English)
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20 December 1993
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maximum likelihood
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asymptotic normality
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ARMA processes
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non-Gaussian stationary autoregressive moving average sequences
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smoothness
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positivity
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asymptotically efficient methods
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nonminimum-phase models
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