The identification of a linear model of a stationary process by its realization

zbMath1092.62583MaRDI QIDQ1422675

Yulia R. Gel, Vladimir N. Fomin

Publication date: 25 February 2004

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (1)

Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation

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