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Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 1. Autoregressive 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 auto-regressive moving average processes. The paper provides a discussion of estimation of the auto-regressive parameters from the Bayesian viewpoint. Author
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