scientific article

zbMath0465.62085MaRDI QIDQ3917379

Allan Andersen, Clive W. J. Granger

Publication date: 1978

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

zbMATH Keywords

non-linear time series modelling

Mathematics Subject Classification ID

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

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