Stochastic models for time series

DOI10.1007/978-3-319-76938-7zbMath1401.62007OpenAlexW2800880722MaRDI QIDQ1753980

Paul Doukhan

Publication date: 29 May 2018

Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-76938-7

zbMATH Keywords

long-range dependencenonlinear time serieslinear time seriesdependenceshort-range dependence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series analysis of dynamical systems (37M10)

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