scientific article; zbMATH DE number 1113920

MaRDI QIDQ4375707zbMATH OpenFDO

Authors José Alberto Mauricio

Publication date 30 March 1998

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(2)

• Exact maximum likelihood estimation of partially nonstationary vector ARMA models
• Computing and using residuals in time series models

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