scientific article; zbMATH DE number 1031975

zbMATH Open0871.62074MaRDI QIDQ4343979FDOQ4343979

Authors: M. W. Leslie Chandrakantha, Jatinder S. Mehta, P. A. V. B. Swamy 

Publication date: 29 September 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

time seriesobservational equivalencerandom walk componentfirst differences of a variable

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50)

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