scientific article; zbMATH DE number 3926034

MaRDI QIDQ3700638zbMATH OpenFDO

Authors Carlo Grillenzoni

Publication date 1983

zbMATH Keywords

analysis of varianceasymptotic normalityautoregressive moving averageCauchy distributioncausalityconditional distributionsF-testimpulse- response modelsiterative nonlinear least squares procedurelinear regressionmarginal distributionsnon-linear transfer functionstochastic regressorstwo-dimensional time seriesvariance reduction

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Linear amplifier breakdown and concentration properties of a Gaussian field given that its \(L^{2}\)-norm is large

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