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Publication:3796532
zbMath0651.62015MaRDI QIDQ3796532
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Publication date: 1988
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parsimonymultivariate autoregressive modelportmanteau statisticresidual autocovariancesstructured parameterization
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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