Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
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Publication:2742774
DOI10.1111/1467-9892.00174zbMath0974.62085OpenAlexW2053189280MaRDI QIDQ2742774
Robert B. Lund, Ishwar V. Basawa
Publication date: 23 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00174
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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