PARAMETER ESTIMATION IN EXPONENTIAL MODELS (Q3203890)

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PARAMETER ESTIMATION IN EXPONENTIAL MODELS
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    PARAMETER ESTIMATION IN EXPONENTIAL MODELS (English)
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    1991
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    exponential model process
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    consistency
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    weakly stationary time series
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    spectral density
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    order determination
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    time domain
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    autocorrelation function
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    Yule-Walker equations
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    convergence rate
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