scientific article

zbMath1163.62067MaRDI QIDQ3633252

Antony Gautier

Publication date: 18 June 2009

Full work available at URL: http://www.math.uni.wroc.pl/~pms/publications.php

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zbMATH Keywords

least squares procedureWold-Cramér decompositionstate-space representationstime-varying ARMA modelsKalman-type recursions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

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