THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3333925)

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THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS
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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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