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scientific article; zbMATH DE number 4147357
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| English | No label defined |
scientific article; zbMATH DE number 4147357 |
Statements
1990
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autoregressive moving average processes
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multivariate time series
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Matrix expressions
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theoretical autocovariances
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computing autocovariance sequences of multivariate ARMA processes
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exact maximum likelihood estimation
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closed form expressions
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algorithms
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0.8863859176635742
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0.8313902020454407
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0.8288012742996216
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