scientific article; zbMATH DE number 720753
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Publication:4322396
zbMath0814.62048MaRDI QIDQ4322396
Martin Jacobsen, Anders Stockmarr
Publication date: 18 June 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
\(d\)- dimensional homogeneous Gaussian diffusionsapproximation of autoregressive modelshypothesis of \(r\) cointegrating vectorsstatistical models of Gaussian diffusionsweak limits of autoregressive processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Markov processes: hypothesis testing (62M02)
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