A time series illustration of approximate conditional likelihood (Q3817483)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A time series illustration of approximate conditional likelihood |
scientific article |
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A time series illustration of approximate conditional likelihood (English)
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1989
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orthogonal parameters
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calculation of confidence intervals
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correlation parameter
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short Gaussian first-order autoregressive processes
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approximate conditional likelihood
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consistent estimation
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Simulations
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asymptotic properties
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marginal likelihood
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standardized residuals
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