scientific article; zbMATH DE number 4143301
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algorithmsasymptotic covariance matrixautocorrelation functionautocorrelationsconfidence intervalscorner methodfast Kalman filter algorithmforecastingidentification of ARMA modelsmaximum likelihood estimatorspseudo-maximum likelihood procedurerank autocorrelationsrecursive estimation methodssample innovationsstationary autoregressive-moving averagetests of hypothesestests of randomnesstime seriestime-domain approach
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