scientific article

zbMath0433.93058MaRDI QIDQ3872332

Frank Kozin, Fumio Nakajima

Publication date: 1979

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

order determinationlinear time-varying AR models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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