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Whittle estimation for stationary state space models with finite second moments - MaRDI portal

Whittle estimation for stationary state space models with finite second moments

From MaRDI portal
Publication:6335318

DOI10.1007/S10463-021-00802-6arXiv2002.09426MaRDI QIDQ6335318

Celeste Mayer, Vicky Fasen-Hartmann

Publication date: 21 February 2020




Mathematics Subject Classification ID

Statistics (62-XX)








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