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EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
Abstract
EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS Get access J. DURBIN J. DURBIN Research Techniques Division, London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 46, Issue 3-4, December 1959, Pages 306–316, https://doi.org/10.1093/biomet/46.3-4.306 Published: 01 December 1959
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Cited by
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Metadata
- Authors
- DURBIN, J.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1959
- Volume
- 46
- Issue
- 3-4
- Pages
- 306-316
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W2030933600
- Cited by
- 401
- References
- 0
- FWCI
- 1.91
- Type
- journal article
- Language
- en
- Open access
- closed
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- DURBIN, J. (1959). EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS. Biometrika. https://doi.org/10.1093/biomet/46.3-4.306
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.