Die Analyse von aggregierten Zeitreihendaten unter der Annahme einer einfachen MARKOFFkette
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Publication:4046990
DOI10.1002/bimj.19740160704zbMath0294.62109MaRDI QIDQ4046990
Publication date: 1974
Published in: Biometrische Zeitschrift (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/bimj.19740160704
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)