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Q4887245 - MaRDI portal

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scientific article; zbMATH DE number 912585
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scientific article; zbMATH DE number 912585

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    author
    Vladimir N. Fomin
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    publication date
    9 April 1997
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    zbMATH DE Number
    912585
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    zbMATH Keywords
    variational principles
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    ARMA approximation
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    restoration of stochastic process characteristics
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    finite process realization
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    lag values
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    correlation function
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    time series
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    stationary component
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    spectral density
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    spectrum estimation
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    correlation function extrapolation
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