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zbMath1332.62274MaRDI QIDQ2793059

Reza Habibi

Publication date: 14 March 2016

Full work available at URL: http://camo.ici.ro/journal/vol14/v14a11.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time series covariance structure moving average change point rolling analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)

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