scientific article; zbMATH DE number 4178489

MaRDI QIDQ3201444zbMATH OpenFDO

Authors Masanobu Taniguchi, Myint Swe, Ruriko Taniguchi

Publication date 1989

zbMATH Keywords

identification problemlinear discriminant functionmoving average modelsnon-Gaussianityquasi-Gaussian maximum likelihood estimatorthird order moments

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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