Partial autocorrelation parameterisation of models with unit roots on the unit circle
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Publication:100749
DOI10.48550/ARXIV.2208.05055arXiv2208.05055MaRDI QIDQ100749
Jamie Halliday, Georgi N. Boshnakov
Publication date: 9 August 2022
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems and control (93E99)
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