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The properties of some two step estimators of ARMA Models
C. R. McKenzie
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Article
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peer-review
2
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Dive into the research topics of 'The properties of some two step estimators of ARMA Models'. Together they form a unique fingerprint.
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Mathematics
ARMA Model
98%
Standard error
78%
Estimator
45%
Generalized Least Squares Estimator
35%
Autoregressive Moving Average Model
33%
Consistent Estimates
31%
Inconsistent
27%
Disturbance
23%
Covariance matrix
22%
Estimate
11%
Model
8%
Engineering & Materials Science
Autoregressive moving average model
100%
Covariance matrix
25%