AnARMA(p,q) representation constitutes a parsimonious version of an MA().

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AnARMA(p,q) representation constitutes a parsimonious version of an MA(∞).

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Probability Theory And Statistical Inference

ISBN: 9781107185142

2nd Edition

Authors: Aris Spanos

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Question Posted: Aug 31, 2024 06:03 AM

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AnARMA(p,q) representation constitutes a parsimonious version of an MA().

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Probability Theory And Statistical Inference

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