scientific article; zbMATH DE number 926560

MaRDI QIDQ4891956zbMATH OpenFDO

Authors Takeaki Kariya

Publication date 13 October 1997

zbMATH Keywords

characterizationdiagnostic checkingVARMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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(1)

• Statistical analysis of a class of factor time series models

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