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Large-sample estimation of the AR parameters of an ARMA model - MaRDI portal

Large-sample estimation of the AR parameters of an ARMA model (Q3684010)

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Large-sample estimation of the AR parameters of an ARMA model
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    Large-sample estimation of the AR parameters of an ARMA model (English)
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    1985
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    optimal instrumental-variable estimate
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    ARMA model
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