Comparing ARMA Processes with Roots of Modulus 1 and Polynomial Regression
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Publication:3167826
DOI10.1080/03610926.2011.617482zbMath1319.62189MaRDI QIDQ3167826
Publication date: 29 October 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.617482
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
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Cites Work
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