scientific article; zbMATH DE number 6148097

MaRDI QIDQ4909782zbMATH OpenFDO

Authors Jiří Anděl, Georg Neuhaus

Publication date 21 March 2013

Full work available at URL http://www.kybernetika.cz/content/1998/3

zbMATH Keywords

least-squares extrapolationnonlinear autoregressive process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(1)

• Identification of fractional differencing autoregressive models^†

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