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zbMath0622.62087MaRDI QIDQ3759761

Zhichao Yan, Xiaosong Liu

Publication date: 1986

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

zbMATH Keywords

identification algorithm parameter estimation Green function ARMA model linear least squares method

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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