RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

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Publication:4715705


DOI10.1111/j.1467-9892.1996.tb00281.xzbMath0858.62074MaRDI QIDQ4715705

Georgi N. Boshnakov

Publication date: 1 April 1997

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00281.x


62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)


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