Exact Geometry of Autoregressive Models
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Publication:4258762
DOI10.1111/1467-9892.00122zbMath0922.62092OpenAlexW3122213636MaRDI QIDQ4258762
Publication date: 14 September 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00122
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)
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