Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (Q3853004)

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Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
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    1979
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    Gaussian errors
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    time series
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    multiple autoregressive moving average models
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    maximum likelihood estimation
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    multiplicative Arma models
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    noninvertible models
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    exact likelihood function
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    Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (English)
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