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zbMath1177.62107MaRDI QIDQ3645683

Manfred Deistler

Publication date: 18 November 2009

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

zbMATH Keywords

principal components ARMA systems linear dynamic factor models state space systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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