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~isPartOf:"Annals of the Institute of Statistical Mathematics"
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quasi-maximum likelihood estimator
2
Dyadic stationary process
1
Edgeworth expansion
1
Fisher's z-transformation
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Gaussian ARMA process
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Walsh spectral density
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information criterion
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likelihood ratio criterion
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maximum likelihood estimator
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periodogram
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Krishnaiah, P.
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Taniguchi, M.
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Bai, Z.
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Chao, R.
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Zhao, L.
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Normalizing transformations of some statistics of Gaussian ARMA processes
Taniguchi, M.
;
Krishnaiah, P.
;
Chao, R.
- In:
Annals of the Institute of Statistical Mathematics
41
(
1989
)
1
,
pp. 187-197
Persistent link: https://www.econbiz.de/10005616242
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2
Statistical analysis of dyadic stationary processes
Taniguchi, M.
;
Zhao, L.
;
Krishnaiah, P.
;
Bai, Z.
- In:
Annals of the Institute of Statistical Mathematics
41
(
1989
)
2
,
pp. 205-225
Persistent link: https://www.econbiz.de/10005616325
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