Die Analyse von aggregierten Zeitreihendaten unter der Annahme einer einfachen MARKOFFkette

DOI10.1002/bimj.19740160704zbMath0294.62109MaRDI QIDQ4046990

Fritz K. Bedall

Publication date: 1974

Published in: Biometrische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.19740160704

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)