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scientific article; zbMATH DE number 897115
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| English | No label defined |
scientific article; zbMATH DE number 897115 |
Statements
7 July 1996
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ARMA processes
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time series
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periodogram
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parameter estimation
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large sample theory
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nonliner estimation
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multivariate models
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state space representations
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empirical model identification
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nonstationary time series
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central limit theorems
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martingale differences
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new tests for unit roots
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0.9073806
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0.9072888
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