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

MaRDI QIDQ5189286zbMATH OpenFDO

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

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)

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