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zbMath0715.62169MaRDI QIDQ3201444

Ruriko Taniguchi, Myint Swe, Masanobu Taniguchi

Publication date: 1989

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

zbMATH Keywords

identification problem moving average models non-Gaussianity linear discriminant function quasi-Gaussian maximum likelihood estimator third order moments

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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