scientific article; zbMATH DE number 4117698

MaRDI QIDQ4732003zbMATH OpenFDO

Authors György Michaletzky, Gábor Tusnády

Publication date 1987

zbMATH Keywords

multidimensional Gaussian processesmodel-reducing constructionstate space representation of time series

Mathematics Subject Classification ID

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

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