Variance estimation in nonlinear autoregressive time series models (Q622460)
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scientific article; zbMATH DE number 5843338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance estimation in nonlinear autoregressive time series models |
scientific article; zbMATH DE number 5843338 |
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Variance estimation in nonlinear autoregressive time series models (English)
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31 January 2011
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residuals
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error variance estimation
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asymptotic distribution
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stationary process
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