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zbMath0697.62086MaRDI QIDQ3474002

Carlo Grillenzoni

Publication date: 1989

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

zbMATH Keywords

algorithms stability parameter estimation stochastic approximation realization structural identification order identification multiple time series models vector ARMA model comparison of time series models simultaneous transfer functions

Mathematics Subject Classification ID

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

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