scientific article; zbMATH DE number 1067783

MaRDI QIDQ4358402zbMATH OpenFDO

Authors Marcella Corduas

Publication date 15 November 1998

zbMATH Keywords

simulationtime seriesdissimilarityEuclidean distanceautoregressive expansions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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