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Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 2. Moving Average and Mixed Models.
Technical summary rept.,
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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A very useful class of stochastic models for the representation of time series such as occur in economics, business, and engineering are the integrated autoregressive moving average processes. The paper discusses the estimation of parameters in moving average or mixed models from the Bayesian point of view. Author
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