Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (Q3505309)

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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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