Nonstationary time series identification
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Publication:1116608
DOI10.1016/0898-1221(89)90092-8zbMath0666.62088OpenAlexW2061792167MaRDI QIDQ1116608
Publication date: 1989
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(89)90092-8
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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