scientific article

zbMath0982.62074MaRDI QIDQ2754859

Publication date: 4 November 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

prediction time series Hilbert spaces Hardy spaces orthogonalization stationary processes ARMA models dependent data missing values

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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