scientific article

zbMath0532.62071MaRDI QIDQ3314797

Emanuel Parzen

Publication date: 1980

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

zbMATH Keywords

predictabilityauto-regressive spectral method for time domain model identification of non-stationary time seriesfitting spectral distribution functions

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)

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