Decomposition of stationary time series - finding the highly correlated components of stochastic processes

DOI10.1007/BF00204777zbMath0658.62104MaRDI QIDQ1111298

S. H. Smith

Publication date: 1989

Published in: Biological Cybernetics (Search for Journal in Brave)

zbMATH Keywords

autocorrelationsstationary time seriesquadratic criterionoptimization operatorsum of time serieszeta-optimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Time series - information and prediction

This page was built for publication: Decomposition of stationary time series - finding the highly correlated components of stochastic processes