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A direct representation for the large-sample maximum likelihood estimator of a Gaussian autoregressive-moving: average process |
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| Authors: | GODOLPHIN E. J. |
| Affiliation: | Department of Statistics and Computer Science, Royal Holloway College Egham, Surrey, U.K. |
| Abstract: | |
| Keywords: | Autocorrelation function Maximum likelihood estimation Sample serial correlation Stationary time series |
| 本文献已被 Oxford 等数据库收录！ | |