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Publication:3165682
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zbMath1255.93148MaRDI QIDQ3165682

Anna Petričková, Magda Komorníková

Publication date: 29 October 2012

Full work available at URL: http://www.kybernetika.cz/content/2012/3/550

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

zbMATH Keywords

time seriesregime-switching modelsresidualsautocopula


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)








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