scientific article; zbMATH DE number 5258478
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Publication:5455536
zbMath1144.62341MaRDI QIDQ5455536
Publication date: 3 April 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
tablesconsistencygeneralized least squaresautocorrelationautoregressive moving averagemodel identificationARMA processesrelative predictive efficiency
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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