Some Recent Developments in Time Series Analysis. III, Correspondent Paper (Q3779617)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Recent Developments in Time Series Analysis. III, Correspondent Paper |
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Some Recent Developments in Time Series Analysis. III, Correspondent Paper (English)
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1988
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autoregressive integrated moving average models
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structural models. unobserved components models
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unit autoregressive roots
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model selection
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order estimation
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autoregressive conditional heteroscedasticity
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robust estimation of time series models
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