Orthogonal operators in dynamical stochastic systems

zbMath0718.62190MaRDI QIDQ2639553

Carlo Grillenzoni

Publication date: 1989

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

identificationestimationforecastingrational operatorsautoregressive and moving average representationsdynamical stochastic systemsmeasure of orthogonality for real polynomials

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12)

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