scientific article; zbMATH DE number 4032859

MaRDI QIDQ3773122zbMATH OpenFDO

Authors Nanrong Xu, Xiaocheng Jiao

Publication date 1984

zbMATH Keywords

autocorrelation of residualsFisher's information matrixinformation entropymodel structure discriminationsimulation examplesstationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Identification in stochastic control theory (93E12)

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