scientific article; zbMATH DE number 3854103

MaRDI QIDQ3322928zbMATH OpenFDO

Authors Jiří Anděl

Publication date 1983

zbMATH Keywords

Monte Carlo methodsautoregressive processesmarginal distributionself-decomposable random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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