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Date: 2015-01-15 16:29:05Time series analysis Econometrics Autoregressive–moving-average model Noise Autoregressive conditional heteroskedasticity Expectation–maximization algorithm Maximum likelihood Kalman filter Normal distribution Statistics Statistical theory Estimation theory | Optimal Estimation of Multivariate ARMA Models Martha White, Junfeng Wen, Michael Bowling and Dale Schuurmans Department of Computing Science, University of Alberta, Edmonton AB T6G 2E8, Canada {whitem,junfeng.wen,mbowliAdd to Reading ListSource URL: webdocs.cs.ualberta.caDownload Document from Source WebsiteFile Size: 417,84 KBShare Document on Facebook |
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