Generalized method of moment and indirect estimation of the ARasMA model
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Publication:1297873
zbMath0923.62090MaRDI QIDQ1297873
Publication date: 14 September 1999
Published in: Computational Statistics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Economic time series analysis (91B84)
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