Unbiased parameter estimation by means of autocorrelation functions
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Publication:4055473
DOI10.1109/TAC.1975.1100958zbMath0301.93054MaRDI QIDQ4055473
Publication date: 1975
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)
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