scientific article; zbMATH DE number 777596
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Publication:4840212
zbMath0831.62061MaRDI QIDQ4840212
Publication date: 24 July 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bayesian analysisnumerical methodsKalman filtercointegrationspectral analysisforecastingfinanceasymptotic theoryunit rootssimultaneous equationsvector autoregressionsexercisesheteroskedasticityARMA processesnonstationary time serieschanges in regimemacroeconometrics
Applications of statistics to economics (62P20) 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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