scientific article; zbMATH DE number 1833989

MaRDI QIDQ4778885zbMATH OpenFDO

Authors N. A. Meder, Sergey E. Vorobeychikov

Publication date 21 November 2002

zbMATH Keywords

parameter identificationautoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)

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