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zbMath0585.62155MaRDI QIDQ3709713

Jürgen Franke

Publication date: 1985

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

zbMATH Keywords

fast algorithm time series models new algorithm Levinson-Durbin algorithm ARMA-processes mixed autoregressive-moving average models order-determining procedures recursive-in-order calculation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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