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On some tests for the time dependence of a transfer function

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Publication:3214239
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DOI10.1093/BIOMET/60.3.589zbMATH Open0271.62119OpenAlexW2003857326MaRDI QIDQ3214239FDOQ3214239


Authors: T. Subba Rao, Howell Tong Edit this on Wikidata


Publication date: 1973

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/60.3.589





Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)







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