Revisions in ARIMA Signal Extraction
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Publication:4725565
DOI10.2307/2289005zbMath0616.62122OpenAlexW4237986870MaRDI QIDQ4725565
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2289005
ARMA processcanonical decompositionrevisionsARIMA processconcurrent estimatefinal estimateminimum mean square error linear estimatenoise extraction
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