scientific article; zbMATH DE number 562293

MaRDI QIDQ4290502zbMATH OpenFDO

Authors Jianhua Dai, Wenyuan Xu, Jinguan Du, Yougui Wu

Publication date 16 June 1994

zbMATH Keywords

\(\text{AR}(p)\) modellinear programming problemnon-negative i.i.d. innovationsstrongly consistent estimates

Mathematics Subject Classification ID

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

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