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Computation of the Asymptotic Covariance Matrix of the Generalized Exponential Autoregressive Ozaki Model for the Least Squares Method
| Authors: Goryainov V.B., Masyagin M.M. | Published: 31.07.2024 |
| Published in issue: #3(114)/2024 | |
| DOI: | |
| Category: Mathematics and Mechanics | Chapter: Mathematical Simulation, Numerical Methods and Software Packages | |
| Keywords: least squares method, asymptotic covariance matrix, Taylor series expansion, generalized exponential autoregressive model | |