Publication:4694317

zbMath0825.62697MaRDI QIDQ4694317

Richard A. Davis, Habib Salehi, Peter J. Brockwell

Publication date: 29 June 1993

Mathematics Subject Classification ID

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

62M09: Non-Markovian processes: estimation

93E10: Estimation and detection in stochastic control theory

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