Estimation of time series models using residuals dependence measures (Q2105206)
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scientific article; zbMATH DE number 7628850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of time series models using residuals dependence measures |
scientific article; zbMATH DE number 7628850 |
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Estimation of time series models using residuals dependence measures (English)
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8 December 2022
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characteristic function
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martingale difference
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generalized method of moments
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generalized spectral density
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noncausal processes
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noninvertible processes
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