The numerical computation of rational structures and asymptotic standard deviations in causal time series data

zbMATH Open1182.62176MaRDI QIDQ5189286FDOQ5189286

Authors: Concepción González-Concepción, María Candelaria Gil-Fariña, Celina Pestano-Gabino 

Publication date: 15 March 2010

Full work available at URL: http://www.scipub.org/scipub/back_issue.php?j_id=jms2

Recommendations

• Padé approximation in economics
• scientific article; zbMATH DE number 3913498
• scientific article; zbMATH DE number 4143301
• Modeling of time series with batch and recursive methods. Development of adaptive estimators and predictors
• Padé approximation and its application in time series analysis

zbMATH Keywords

time series modelingeconomicsnumerical methodsorthogonal polynomialsPadé approximationasymptotic deviation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximation by polynomials (41A10) Padé approximation (41A21)

This page was built for publication: The numerical computation of rational structures and asymptotic standard deviations in causal time series data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5189286)