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Statements
1986
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time-domain
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time series analysis
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linear models
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prediction
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autoregressive processes
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normal-gamma prior
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precision
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innovations
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posterior distribution
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marginal posterior distribution
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multivariate t
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one-step ahead predictive distributions
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univariate t
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autoregressive moving average models
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conditional least squares estimates
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residuals
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conditional regression
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explanatory variables
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ARIMA model
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Box-Jenkins approach
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identification
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