Mixed autoregressive-moving average multivariate processes with time- dependent coefficients
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Publication:1252691
DOI10.1016/0047-259X(78)90034-9zbMath0394.62067MaRDI QIDQ1252691
Publication date: 1978
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Difference Equations; Time Series; Mixed Autoregressive Moving Average Multivariate Processes; Stochastic Equations
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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