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    • Biquadratic functions: stationary and invertibility in estimated time-series models 

      Pollock, D. S. G (Universitat Politècnica de Catalunya. Centre de Càlcul, 1989)
      Open Access
      It is important that the estimates of the parameters of an autoregressive moving-average (ARMA) model should satisfy the conditions of stationarity and invertibility. It can be shown that the unconditional maximum-likelihood ...