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zbMath0474.62084MaRDI QIDQ3928867

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Publication date: 1981

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zbMATH Keywords

time series bias maximum likelihood estimators conditional boundary estimates unconditional first-order process root mean squared error approximative estimators invertibility region linear regression residuals over-differencing roots of moving average polynomials unlikelihood function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Monte Carlo methods (65C05)

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