scientific article

zbMath1174.62488MaRDI QIDQ3609391

Xiaoguo Lü, Feng Qian, Yingdong Deng, Jinli Shanguan, Jian Ping Sun

Publication date: 6 March 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

least squares methodautoregressive modelsheteroskedasticityweighted least squares method

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10)