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On the maximum likelihood estimation of the parameters of a Gaussian moving average process |
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| Authors: | GODOLPHIN, E. J. GOOIJER, J. G. DE |
| Affiliation: | 1Department of Statistics and Computer Science, Royal Holloway College Egham, Surrey 2Department of Economic Statistics, University of Amsterdam Amsterdam, The Netherlands |
| Abstract: | |
| Keywords: | Autocorrelation function Exact likelihood function Maximum likelihood estimation Moving average process Quadratic convergence Stationary time series |
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