scientific article; zbMATH DE number 1302951

MaRDI QIDQ4249441zbMATH OpenFDO

Authors Xing-Qi Jiang

Publication date 26 September 2000

zbMATH Keywords

time seriesVAR modelsAR modelstime varying coefficient models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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• Computational Science - ICCS 2004
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