scientific article; zbMATH DE number 4034925

MaRDI QIDQ3774775zbMATH OpenFDO

Authors Serge Dégerine

Publication date 1988

zbMATH Keywords

canonical analysisforward and backward innovationsmultivariate stationary time seriespartial autocorrelation function

Mathematics Subject Classification ID

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

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