THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS (Q3681785)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS |
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THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS (English)
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1985
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strong consistency
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information matrix
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martingale difference
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asymptotic efficiency
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linear procedure
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ARMA models
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