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zbMath0515.62086MaRDI QIDQ3662481

Zhao-Guo Chen, Lan Gu

Publication date: 1983

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

zbMATH Keywords

parameter estimation inverse of covariance matrix Powell method minimizing sum of squares vector ARMA series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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