Certain Aspects of Generalized Box-Jenkins Models
收藏NBER1975-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/w0082
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资源简介：
We define a class of models that are generalizations of regression models and moving average-autoregressive time series models. Then we investigate the asymptotic and computational properties of the maximum likelihood estimator, with numerical examples. The main conclusion is that care must be
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美国国家经济研究局创建时间：
1975-05-01
