Noise in autoregressive time-series

DOI10.1016/0165-1765(91)90241-CzbMath0800.62534OpenAlexW1966589985MaRDI QIDQ1184951

George G. Szpiro

Publication date: 28 June 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90241-c

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Noise in unspecified, nonlinear time series ⋮ Measuring dynamical noise in dynamical systems

Cites Work

• Distinguishing random and deterministic systems: Abridged version

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