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zbMath0619.62081MaRDI QIDQ3756362

Publication date: 1987

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

zbMATH Keywords

algorithm simulation missing observations autoregressive models Householder transformation prediction-oriented model-fitting stationary discrete time series

Mathematics Subject Classification ID

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

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