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zbMath0704.62038MaRDI QIDQ3484185

Rita Valteryté

Publication date: 1989

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

zbMATH Keywords

simulation results Laplace distribution non-Gaussian distribution identification of nonlinear autoregressive processes Koshi probability modular metrics

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)

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