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Publication:3932562
zbMath0476.90021MaRDI QIDQ3932562
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
algorithmparameter estimationtime-dependent coefficientsslow variationARIMA modelsmoving average modelexact likelihood functionstochastic coefficientsback forecastingBox-Jenkins approximate methodlong macroeconomic time series
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
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