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Q3805703 - MaRDI portal

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    Statements

    author
    Jan G. De Gooijer
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    publication date
    1985
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    Mathematics Subject Classification ID
    62M10
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    62F10
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    65C05
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    zbMATH DE Number
    4074276
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    zbMATH Keywords
    autoregressive moving average models
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    bias
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    exact likelihood function
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    ARMA models
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    modified direct estimation
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    small-sample properties
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    exact maximum likelihood estimation procedure
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