scientific article; zbMATH DE number 4005393

MaRDI QIDQ3756362zbMATH OpenFDO

Authors Ch. Bauer

Publication date 1987

zbMATH Keywords

algorithmautoregressive modelsHouseholder transformationmissing observationsprediction-oriented model-fittingsimulationstationary discrete time series

Mathematics Subject Classification ID

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

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