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Performance analysis of estimation algorithms of nonstationary ARMA processes. (English) Zbl 1373.94569

IEEE Trans. Signal Process. 54, No. 3, 1041-1053 (2006); amendments ibid. 56, No. 10, Part 1, 4983-4984 (2008).
Editorial remark: No review copy delivered.

MSC:

94A12 Signal theory (characterization, reconstruction, filtering, etc.)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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