On the recursions of two-dimensional subset autoregressions

MaRDI QIDQ4904877zbMATH OpenFDO

Authors Terence J. O'Neill, R. D. Terrell, Jack H. W. Penm

Publication date 13 February 2013

zbMATH Keywords

recursionssubset autoregressionstwo-dimensional recursive algorithms

Mathematics Subject Classification ID

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

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