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zbMath0536.62070MaRDI QIDQ3321283

Robert H. Shumway

Publication date: 1983

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

zbMATH Keywords

parameter estimation numerical examples hypothesis testing frequency-domain solutions multivariate lagged regression models replicated time-series regression signal estimation and detection

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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