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zbMath1174.62558MaRDI QIDQ3609240

Guodong Ma, Xi-Zhi Wu

Publication date: 6 March 2009

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

zbMATH Keywords

Kalman filter quasi-maximum likelihood influential points

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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