Identification of nonlinear time series from first order cumulative characteristics (Q1327855)
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scientific article; zbMATH DE number 597425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of nonlinear time series from first order cumulative characteristics |
scientific article; zbMATH DE number 597425 |
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Identification of nonlinear time series from first order cumulative characteristics (English)
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25 October 1994
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stationary time series
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martingale central limit theorem
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numerical results
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examples
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cumulative lagged conditional variance functions
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nonlinear time series
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model identification
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cumulative lagged conditional mean
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goodness-of-fit test
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parametric time series models
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0.8953334
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0.8830905
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0.88209987
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0.87979746
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