The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163)
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scientific article; zbMATH DE number 5769209
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| English | The effects of model parameter deviations on the variance of a linearly filtered time series |
scientific article; zbMATH DE number 5769209 |
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The effects of model parameter deviations on the variance of a linearly filtered time series (English)
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11 August 2010
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autoregressive moving average model
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time series forecasting
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parameter uncertainty
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robustness
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control chart
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0.7467487454414368
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0.7405502200126648
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