scientific article; zbMATH DE number 813721

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zbMath0829.62085MaRDI QIDQ4854059

Carlo Grillenzoni

Publication date: 11 December 1995

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

zbMATH Keywords

algorithms parameter estimation nonlinear time series time-varying coefficients ARMA representation structure identification multilinear models subset models

Mathematics Subject Classification ID

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

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