scientific article; zbMATH DE number 4205671

MaRDI QIDQ3354940zbMATH OpenFDO

Authors R. F. Idrisov

Publication date 1988

zbMATH Keywords

doubly stochastic autoregressive modelmaximum likelihood method

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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