scientific article; zbMATH DE number 4178488

MaRDI QIDQ3201442zbMATH OpenFDO

Authors Hiroshi Shigeno

Publication date 1989

zbMATH Keywords

canonical correlationscharacterization of autoregressive moving average processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(4)

• The auto-regression and the moving-average
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