Whittle likelihood estimation of nonlinear autoregressive models with moving average residuals (Q5367422)
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scientific article; zbMATH DE number 6790910
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| English | Whittle likelihood estimation of nonlinear autoregressive models with moving average residuals |
scientific article; zbMATH DE number 6790910 |
Statements
Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals (English)
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13 October 2017
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likelihood estimation
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autoregressive model
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Whittle likelihood estimation (WLE)
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asymptotic theory
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correlated residuals
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moving average process
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nonlinear time series
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spectral analysis
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0.7920410633087158
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0.7718353271484375
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0.7600565552711487
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0.7407600283622742
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0.7358753681182861
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