Bias correction in ARMA models (Q1324594)

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scientific article; zbMATH DE number 571677
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Bias correction in ARMA models
scientific article; zbMATH DE number 571677

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    Bias correction in ARMA models (English)
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    24 May 1994
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    bias correction
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    general matrix formula
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    exact unconditional maximum likelihood estimate
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    ARMA models
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    known and unknown mean
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    examples
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