scientific article; zbMATH DE number 3653378

MaRDI QIDQ3853008zbMATH OpenFDO

Authors Antoine de Falguerolles

Publication date 1979

Full work available at URL https://eudml.org/doc/106074

zbMATH Keywords

extended Box Jenkins modelnon stationary time-series modelsridge regressionYule Walker equations

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 3267825 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• On the Hadamard product

Cited in

(1)

• Nonstationary Yule-Walker equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3853008)