ARMA spectral estimation of time series with missing observations (Q3218974)
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scientific article; zbMATH DE number 3885167
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ARMA spectral estimation of time series with missing observations |
scientific article; zbMATH DE number 3885167 |
Statements
ARMA spectral estimation of time series with missing observations (English)
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1984
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missing observations
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estimating the power spectral density
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stationary time series
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autoregressive moving-average method
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nonlinear optimization
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weighted-squared-error criterion
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algorithm
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0.92454827
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0.91125894
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0.91005504
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0.9069519
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0.9023629
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0.89412963
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0.89130163
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0.8901658
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