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Approximate maximum-likelihood approach to ARMA spectral estimation - MaRDI portal

Approximate maximum-likelihood approach to ARMA spectral estimation (Q3760406)

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Approximate maximum-likelihood approach to ARMA spectral estimation
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    Approximate maximum-likelihood approach to ARMA spectral estimation (English)
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    1987
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    Yule-Walker-based methods
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    maximum likelihood techniques
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    covariance estimates
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    ARMA spectral parameters
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