A note on parameter reduction in the AR(p) process

zbMATH Open1133.62073MaRDI QIDQ5453586FDOQ5453586

Authors: John N. Haddad 

Publication date: 3 April 2008

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zbMATH Keywords

tablesdifference equationzero mean Gaussian autoregressive process

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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