scientific article; zbMATH DE number 639852

MaRDI QIDQ4306185zbMATH OpenFDO

Authors Winfried Stute

Publication date 13 October 1994

zbMATH Keywords

empirical distributionestimated noise variablesnon-centered autoregressive processstationary AR(p)-process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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