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zbMath0563.62068MaRDI QIDQ3677005

Emanuel Parzen

Publication date: 1984

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

zbMATH Keywords

white noise long memory information criteria short memory functional inference spectral estimators nonstationary models no memory stationary models information divergence of spectral density functions maximum entropy characterization time series model identification

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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