scientific article; zbMATH DE number 3581491
From MaRDI portal
zbMath0373.62052MaRDI QIDQ4151045
Publication date: 1977
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84)
Related Items
Linear transformations of vector ARMA processes, The invertibility of sampled and aggregated ARMA models, Encompassing univariate models in multivariate time series. A case study