Optimal ARMA parameter estimation based on the sample covariances for data with missing observations (Q3825976)
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scientific article; zbMATH DE number 4100456
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| English | Optimal ARMA parameter estimation based on the sample covariances for data with missing observations |
scientific article; zbMATH DE number 4100456 |
Statements
Optimal ARMA parameter estimation based on the sample covariances for data with missing observations (English)
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1989
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spectral estimation
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autoregressive moving-average
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stationary processes
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missing observations
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sample covariances
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asymptotically optimal estimator
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algorithm
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nonlinear least squares
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ARMA model
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asymptotic variance
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0.8736962676048279
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0.8416072726249695
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0.8051996231079102
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0.8012837171554565
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0.7983469367027283
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