scientific article

zbMath0579.62075MaRDI QIDQ3702333

Peter A. W. Lewis, Anthony J. Lawrance

Publication date: 1985

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

zbMATH Keywords

randommodellingmaximum likelihood estimationreversibilityresidual analysismoment estimatorsbest predictorbest linear predictorWeibull distributionspower transformationsnonlinear autoregressive time seriesexponential variablesdirectionalitynon-Gaussian time series modelscoefficient modelsdata sequence on wind velocitylinear residualmarginal exponential distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

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