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- W4234982775 abstract "Bergstrom (1983, 1985, 1986) developed a method for obtaining Gaussian estimates of higher order continuous time models. While he does not use a state space approach, but a vector ARMA representation, his estimators are theoretically identical to those developed by Harvey and Stock (1985) and employed here. (As already noted in Section 11.1, vector ARMA models and state space models are different parametrizations of the same class of models). We can therefore directly use Bergstrom’s results on the asymptotic properties of his estimators." @default.
- W4234982775 created "2022-05-12" @default.
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- W4234982775 date "1995-01-01" @default.
- W4234982775 modified "2023-09-25" @default.
- W4234982775 title "Further Topics" @default.
- W4234982775 doi "https://doi.org/10.1007/978-3-642-95919-6_14" @default.
- W4234982775 hasPublicationYear "1995" @default.
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