Bounds on the accuracy of Gaussian ARMA parameter estimation methods based on sample covariances (Q3718598)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds on the accuracy of Gaussian ARMA parameter estimation methods based on sample covariances |
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Bounds on the accuracy of Gaussian ARMA parameter estimation methods based on sample covariances (English)
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1986
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autoregressive moving-average estimators
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sample covariances
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lower bound
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asymptotic covariance matrix
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