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zbMATH Open0627.62091MaRDI QIDQ3763443

Markku Rahiala

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

entropy disturbance spectral estimation spectral density asymptotically efficient estimates GLS estimation estimated innovation spectrum linear transfer function model univariate ARMA-models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Identification in stochastic control theory (93E12)

Related Items (1)

Best conditioned parametric identification of transfer function models in the frequency domain

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