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zbMath1107.62086MaRDI QIDQ3427552

Ngai Hang Chan

Publication date: 20 March 2007

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

zbMATH Keywords

model selection Brownian motion limiting distributions strong consistency nonstationary time series asymptotic inference prediction principle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric inference (62G99)

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