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Publication:3657265
zbMath0512.62085MaRDI QIDQ3657265
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ARMA modelslinear predictionconditional maximum likelihoodidentification rulesnonstationary noiseautoregressive-moving average modelnonstationary serieseffects of nonstationaritymis- specification
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)
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