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Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
Weechang Kang, Dong Wan Shin, Youngjo LeeVolume:
116
Year:
2003
Language:
english
Pages:
14
DOI:
10.1016/s0378-3758(02)00239-2
File:
PDF, 173 KB
english, 2003