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zbMath0990.60002MaRDI QIDQ2781441

Péter Várlaki, Bokor, József, György Michaletzky

Publication date: 20 March 2002

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

zbMATH Keywords

canonical forms spectral representation state space representation ARMA representation matrix fraction description Wold decomposition generalized Wiener-Hopf factorization system invariants acausal realizations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic systems in control theory (general) (93E03) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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