scientific article; zbMATH DE number 4143301
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algorithmsforecastingtime seriesconfidence intervalsmaximum likelihood estimatorsautocorrelation functionasymptotic covariance matrixautocorrelationstime-domain approachtests of hypothesescorner methodtests of randomnessfast Kalman filter algorithmidentification of ARMA modelspseudo-maximum likelihood procedurerank autocorrelationsrecursive estimation methodssample innovationsstationary autoregressive-moving average
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- Efficient Monte Carlo method to obtain parameters of autoregressive in time series
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