A procedure for the modeling of non-stationary time series
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Publication:1143109
DOI10.1007/BF02480225zbMath0441.62080MaRDI QIDQ1143109
Genshiro Kitagawa, Hirotugu Akaike
Publication date: 1978
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)
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