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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"Statistical papers"
~subject:"Schätztheorie"
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Search: subject_exact:"Autoregressive fractionally integrated moving average"
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Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Meitz, Mika
;
Saikkonen, Pentti
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2011
Persistent link: https://www.econbiz.de/10008905452
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On the sufficient statistics for multivariate ARMA models : approximate approach
Kharrati-Kopaei, M.
;
Nematollahi, A. R.
;
Shishebor, Z.
- In:
Statistical papers
50
(
2009
)
2
,
pp. 261-276
Persistent link: https://www.econbiz.de/10003815196
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Implementing unit root tests in ARMA models of unknow order
Sánchez, Ismael
- In:
Statistical papers
45
(
2004
)
2
,
pp. 249-266
Persistent link: https://www.econbiz.de/10001959431
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Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.
;
Pesaran, Bahram
-
1990
Persistent link: https://www.econbiz.de/10000782912
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