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scientific article; zbMATH DE number 4020269
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| English | No label defined |
scientific article; zbMATH DE number 4020269 |
Statements
1986
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GLS estimation
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spectral estimation
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univariate ARMA-models
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entropy
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estimated innovation spectrum
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spectral density
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disturbance
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linear transfer function model
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asymptotically efficient estimates
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0.8235833644866943
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0.7746176719665527
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