scientific article; zbMATH DE number 4005393

zbMATH Open0619.62081MaRDI QIDQ3756362FDOQ3756362

Authors: Ch. Bauer 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

simulationalgorithmHouseholder transformationautoregressive modelsmissing observationsprediction-oriented model-fittingstationary discrete time series

Mathematics Subject Classification ID

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

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