The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163)

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The effects of model parameter deviations on the variance of a linearly filtered time series
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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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