Relative curvature measures of nonlinearity for time series models (Q4844148)

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scientific article; zbMATH DE number 787934
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Relative curvature measures of nonlinearity for time series models
scientific article; zbMATH DE number 787934

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    Relative curvature measures of nonlinearity for time series models (English)
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    20 August 1995
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    autoregressive moving average models
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    confidence regions
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    intrinsic curvature
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    local linear approximation
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    parameter-effects curvature
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