scientific article; zbMATH DE number 1531834

MaRDI QIDQ4513868zbMATH OpenFDO

Authors Andreas Schmitz, Thomas Schreiber

Publication date 17 August 2001

Full work available at URL https://arxiv.org/abs/chao-dyn/9904023

zbMATH Keywords

ARMA processnonlinearity

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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