scientific article; zbMATH DE number 3903803

MaRDI QIDQ3681786zbMATH OpenFDO

Authors Alain Berlinet

Publication date 1984

zbMATH Keywords

ARMA processempirical autocorrelation functionestimated covariance sequenceorder estimationrank behaviour of the Hankel matrixrank estimationreview

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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