Testing changes in Hilbert space autoregressive models
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Publication:1873267
DOI10.1023/A:1021722105544zbMath1033.62083MaRDI QIDQ1873267
Alfredas Račkauskas, Algirdas Laukaitis
Publication date: 19 May 2003
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30)
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