Maximum likelihood estimation for arma models in the presence of ARMA errors (Q4226913)

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scientific article; zbMATH DE number 1253712
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Maximum likelihood estimation for arma models in the presence of ARMA errors
scientific article; zbMATH DE number 1253712

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    Maximum likelihood estimation for arma models in the presence of ARMA errors (English)
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    26 May 1999
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    ARMA error
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    identification
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    maximum likelihood estimation
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    Newton-Raphson estimators
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