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zbMath0704.62013MaRDI QIDQ3484163

Manuel T. Garrido, Jiří Anděl

Publication date: 1988

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

zbMATH Keywords

moment problem white noise stationary distribution threshold model autoregressive process time series model bilinear model random parameter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)

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