Determination of initial values for the unconditional likelihood function of a moving averages process (Q3365724)
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scientific article; zbMATH DE number 5000487
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| English | Determination of initial values for the unconditional likelihood function of a moving averages process |
scientific article; zbMATH DE number 5000487 |
Statements
23 January 2006
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time series
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ARMA models
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forward representation of processes
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backward representation of processes
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forecast function
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autocovariance function
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likelihood function
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sum of squares function
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0.7389439344406128
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0.7357074022293091
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0.7348490953445435
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0.7329303026199341
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0.7312886118888855
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