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Root modulus constraints in autoregressive model estimation - MaRDI portal

Root modulus constraints in autoregressive model estimation (Q1287042)

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scientific article; zbMATH DE number 1282043
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English
Root modulus constraints in autoregressive model estimation
scientific article; zbMATH DE number 1282043

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    Root modulus constraints in autoregressive model estimation (English)
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    1998
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    autoregressive models
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    stability
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    hyperstability
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    iterative minimization
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    nonlinear constraints
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