On random processes as an implicit solution of equations.

DOI10.14736/KYB-2017-6-0985MaRDI QIDQ4637443zbMATH OpenOpenAlexFDO

Authors Petr Lachout

Publication date 18 April 2018

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/147080

zbMATH Keywords

ARMA processeconometric modelsimplicit definition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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