Derivation of the theoretical autocovariance and autocorrelation function of autoregessive moving average processes (Q3474139)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivation of the theoretical autocovariance and autocorrelation function of autoregessive moving average processes |
scientific article |
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Derivation of the theoretical autocovariance and autocorrelation function of autoregessive moving average processes (English)
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1988
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autocovariance function
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autocorrelation function
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autoregressive moving average processes
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maximum likelihood
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0.90326405
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0.8902292
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