scientific article; zbMATH DE number 4186934

zbMath0719.62103MaRDI QIDQ5751797

R. J. Bhansali

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriessimulation studyautoregressive processesConsistencymoving average processesdiscrimination procedureOrder determinationautoregressive estimates of the inverse correlationsdomain of attraction of an infinite variance stable law

Mathematics Subject Classification ID

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

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