Identification of a univariate ARMA model

MaRDI QIDQ1965949zbMATH OpenFDO

Authors C. Francq, Alain Berlinet

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

ARMA modelsidentification

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(11)

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