Modeling multiple time series with applications. (English) Zbl 0483.62074
MSC:
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
93E12 | Identification in stochastic control theory |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
93E12 | Identification in stochastic control theory |