The auto-regression and the moving-average (Q963863)
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scientific article; zbMATH DE number 5692752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The auto-regression and the moving-average |
scientific article; zbMATH DE number 5692752 |
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The auto-regression and the moving-average (English)
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14 April 2010
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Gaussian likelihood
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innovations algorithm
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inverse variance matrix
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