Publication:4720616
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zbMath0613.62117MaRDI QIDQ4720616
Publication date: 1985
Full work available at URL: https://eudml.org/doc/28150
identification; parameter estimation; periodicity; simulations; multivariate processes; multiple moving average time series
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B82: Statistical methods; economic indices and measures
Cites Work