scientific article; zbMATH DE number 1069596

MaRDI QIDQ4356557zbMATH OpenFDO

Authors

Publication date 28 January 1998

zbMATH Keywords

time seriesexponential familyARCH modelsnonlinear state space modelExpAR modelsstationary homogeneous diffusion process

Mathematics Subject Classification ID

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

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