scientific article
zbMath0576.62086MaRDI QIDQ3696347
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
orthogonal polynomialsasymptotic propertiesHilbert spacemaximum entropyinversecorrelationsautocorrelationsCholeski decompositionWold decompositionautocovariance matrixforward and backward innovationsstationary discrete time processautoregressive approximationspartial autocorrelations of lag k
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (1)
This page was built for publication:
