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Estimation and setting starting values in ARMA algorithms - MaRDI portal

Estimation and setting starting values in ARMA algorithms (Q1207748)

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scientific article; zbMATH DE number 165113
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Estimation and setting starting values in ARMA algorithms
scientific article; zbMATH DE number 165113

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    Estimation and setting starting values in ARMA algorithms (English)
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    23 May 1993
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    conditional likelihood function
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