Relative curvature measures of nonlinearity for time series models
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Publication:4844148
DOI10.1080/03610919408813178zbMath0825.62042MaRDI QIDQ4844148
Publication date: 20 August 1995
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919408813178
confidence regions; local linear approximation; autoregressive moving average models; intrinsic curvature; parameter-effects curvature
62-XX: Statistics
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