scientific article; zbMATH DE number 2116103

zbMATH Open1049.62104MaRDI QIDQ4827409FDOQ4827409

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Publication date: 17 November 2004

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zbMATH Keywords

autocorrelationleast square estimationbivariate transfer function

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cited In (1)

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