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MA-model identification using modulated moment sequences - MaRDI portal

MA-model identification using modulated moment sequences (Q672853)

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scientific article; zbMATH DE number 985227
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English
MA-model identification using modulated moment sequences
scientific article; zbMATH DE number 985227

    Statements

    MA-model identification using modulated moment sequences (English)
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    28 February 1997
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    Higher-order statistics
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    MA-parameter estimation
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    Modulated moment sequences
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    Identifiers