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Publication:3780320
zbMath0639.62084MaRDI QIDQ3780320
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
consistencyasymptotic normalityleast squares estimatorseries representationmaximum likelihood estimatorsergodic propertiesestimated generalized least squares estimatorfirst order ARCH errorsinvariance of Dickey and Fuller test for nonstationarityp-th order autoregressive process
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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