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Statistical analysis of a spectral estimator for ARMA processes - MaRDI portal

Statistical analysis of a spectral estimator for ARMA processes (Q3865323)

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Statistical analysis of a spectral estimator for ARMA processes
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    Statistical analysis of a spectral estimator for ARMA processes (English)
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    1980
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    ARMA processes
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    asymptotic variances of spectral estimator
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    autoregressive moving average
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    periodogram technique
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    numerical calculations
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