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The Asymptotics of ARMA Estimators in Spline-Backfitted Transfer Function Models
Jun Liu
Information Systems & Analytics
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Dive into the research topics of 'The Asymptotics of ARMA Estimators in Spline-Backfitted Transfer Function Models'. Together they form a unique fingerprint.
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Mathematics
Spline
100%
Asymptotics
100%
Autoregressive Integrated Moving Average
100%
Transfer Function
100%
Moving Average Process
40%
Kernel Estimator
20%