Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments (Q3198751)
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scientific article; zbMATH DE number 4174182
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| English | Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments |
scientific article; zbMATH DE number 4174182 |
Statements
Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments (English)
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1990
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moving average
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autoregressive moving average
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asymptotically minimum variance algorithm
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ARMA parameters
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non-Gaussian processes
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sample high- order moments
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covariances
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cross-covariances
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sample moments
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weighted least-squares algorithms
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0.8881369829177856
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0.8328518271446228
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0.8224101066589355
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