Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (Q3505309)
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English | Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series |
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Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (English)
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18 June 2008
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Gaussian maximum likelihood estimation
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ARMA time series model
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asymptotic normality
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consistency
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martingale difference
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