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zbMath0675.62059MaRDI QIDQ3830380

Christiaan Heij, Jan C. Willems

Publication date: 1988

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

zbMATH Keywords

prediction complexity time series analysis canonical form misfit consistency properties consistency of approximate modelling procedures deterministic predictive procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30)

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