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An algorithm for the filtration and extrapolation of time series by splines - MaRDI portal

An algorithm for the filtration and extrapolation of time series by splines

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Publication:1595516

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zbMath0963.65011MaRDI QIDQ1595516

V. A. Vinokurov

Publication date: 13 February 2001

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithm filtration time series extrapolation generalized derivative

Mathematics Subject Classification ID

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

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