scientific article; zbMATH DE number 2199188
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Publication:5312885
zbMath1072.62075MaRDI QIDQ5312885
Publication date: 25 August 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
VARcointegrationstate space modelsmultiple time seriesvector autoregressive processesmultivariate ARCH models
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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