scientific article; zbMATH DE number 5224890
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Publication:5434019
zbMath1145.62074MaRDI QIDQ5434019
Publication date: 9 January 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stability\(\beta\)-mixinggeometric ergodicityautoregressive conditional heteroskedasticitynonlinear vector autoregressive modelmixture autoregressive model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Continuous-time Markov processes on discrete state spaces (60J27)
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