scientific article; zbMATH DE number 1203332

MaRDI QIDQ4209554zbMATHFDO

Authors Jonas Mockus, Abdol S. Soofi

Publication date 10 November 1998

zbMATH Keywords

bilinear time seriesauto-regressive fractionally integrated moving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90) Economic time series analysis (91B84)

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Cited in

(1)

• On simulation of optimal strategies and Nash equilibrium in the financial market context

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