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Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models

✍ Scribed by Stefan Mittnik

Publisher: Elsevier Science
Year: 1991
Tongue: English
Weight: 501 KB
Volume: 15
Category: Article
ISSN: 0165-1889
DOI: 10.1016/0165-1889(91)90041-x

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