RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4715705)
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scientific article; zbMATH DE number 946815
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| English | RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 946815 |
Statements
RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
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1 April 1997
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forward and backward predictors
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identification
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periodically correlated processes
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order determination
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periodic autoregressive moving-average processes
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recursive computation
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stationary multivariate ARMA processes
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simultaneous estimation
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0.8335089683532715
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0.8304726481437683
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0.8302533030509949
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