Publication:3853008
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zbMath0419.62073MaRDI QIDQ3853008
Publication date: 1979
Full work available at URL: https://eudml.org/doc/106074
ridge regression; extended Box Jenkins model; non stationary time-series models; Yule Walker equations
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J07: Ridge regression; shrinkage estimators (Lasso)
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