Optimal instrumental variable multistep algorithms for estimation of the AR parameters of an ARMA process (Q3762202)

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Optimal instrumental variable multistep algorithms for estimation of the AR parameters of an ARMA process
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    Optimal instrumental variable multistep algorithms for estimation of the AR parameters of an ARMA process (English)
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    1987
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    optimal instrumental variable algorithms
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    AR parameters
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    ARMA process
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