Abstract
Linear process
Keywords
- Linear Process
- Quasi-maximum Likelihood Estimation
- Autoregressive Estimation
- Claeskens
- Bayesian Information Criterion (BIC)
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Beran, J. (2017). Parametric Estimation. In: Mathematical Foundations of Time Series Analysis. Springer, Cham. https://doi.org/10.1007/978-3-319-74380-6_10
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DOI: https://doi.org/10.1007/978-3-319-74380-6_10
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