Publication:4343979

zbMath0871.62074MaRDI QIDQ4343979

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

Publication date: 29 September 1997

zbMATH Keywords

time series; observational equivalence; random walk component; first differences of a variable

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G50: Sums of independent random variables; random walks