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zbMath0753.62060MaRDI QIDQ4019854

Publication date: 16 January 1993

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

zbMATH Keywords

algorithm consistency linear method convergence property order determination autoregressive order Akaike's model selection procedure AR noise AR residuals two-step least-squares estimation

Mathematics Subject Classification ID

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

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