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Some corrections of the score test statistic for Gaussian ARMA models
Lagos, Bernardo M., Morettin, Pedro A., Barroso, Lúcia P.Volume:
24
Language:
english
Journal:
Brazilian Journal of Probability and Statistics
DOI:
10.1214/09-BJPS023
Date:
November, 2010
File:
PDF, 200 KB
english, 2010