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zbMath0634.62083MaRDI QIDQ3773122

Xiaocheng Jiao, Nanrong Xu

Publication date: 1984

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

zbMATH Keywords

stationary time series information entropy Fisher's information matrix simulation examples autocorrelation of residuals model structure discrimination

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Probabilistic methods, stochastic differential equations (65C99)

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