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Some recent advances in time series modelling. (English) Zbl 0317.62063


MSC:

62M15 Inference from stochastic processes and spectral analysis
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10 Stationary stochastic processes
62M20 Inference from stochastic processes and prediction
93E10 Estimation and detection in stochastic control theory
93B30 System identification
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