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zbMath0598.62114MaRDI QIDQ3732807

V. Malinauskis, Antanas Lipeika

Publication date: 1984

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

zbMATH Keywords

estimation of parameters multivariate autoregressive random sequence nonstationary realization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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