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zbMath0555.62081MaRDI QIDQ3218977

Christian Duhamel, Roger Astier

Publication date: 1985

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

zbMATH Keywords

prediction forecasting autocorrelation residuals known perturbations Monthly time series unknown periodic variances

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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