FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (Q4025280)

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FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS
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    FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (English)
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    18 February 1993
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    frequency-domain estimation
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    Tanigushi criterion
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    Whittle criterion
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    linear time series models
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    maximum likelihood
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    bilinear models
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    Kronecker product matrices
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    state-space form
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