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zbMath0611.62108MaRDI QIDQ3750860

E. J. Hannan

Publication date: 1986

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

zbMATH Keywords

linear systems Kalman filter periodogram asymptotic theory ARMA state space representation AR models ARMAX estimating spectral density cross spectra Fourier analysis of data multidimensional ARMAX case

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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