COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS (Q3313165)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS |
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COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS (English)
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1983
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ARMA models
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asymptotics
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estimation of prediction error
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linear time series models
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