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Publication:4002938
zbMath0770.62076MaRDI QIDQ4002938
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
frequency domaintime domainKalman filternonlinear modelscointegrationtime series analysisstate space modelsfractional differencingautoregressive-moving average modelstests for unit rootsunrestricted autoregression
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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