THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3333925)
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scientific article; zbMATH DE number 3866430
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS |
scientific article; zbMATH DE number 3866430 |
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THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (English)
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1984
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information matrix
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maximum likelihood estimation
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fixed point iteration
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autoregressive moving average model
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sample autocovariances
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real data
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0.8560729026794434
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0.8532489538192749
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0.8488042950630188
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0.8478264212608337
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0.8337018489837646
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