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scientific article; zbMATH DE number 3878206
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| English | No label defined |
scientific article; zbMATH DE number 3878206 |
Statements
1984
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multivariate ARMA model
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exact likelihood
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maximum likelihood estimates
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Kalman filter
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state space representation
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improved set of recursive equations
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0.8680112361907959
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0.8274902701377869
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0.8251122832298279
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0.821516215801239
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