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Nonstationary model validation from finite data records - MaRDI portal

Nonstationary model validation from finite data records

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Publication:3878591

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DOI10.1109/TAC.1980.1102225zbMath0437.62086MaRDI QIDQ3878591

Yoram Baram

Publication date: 1980

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

quadratic forms mean correlations exact distributions linear time series models finite data records nonstationary model validation residual variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Identification in stochastic control theory (93E12) Non-Markovian processes: hypothesis testing (62M07)

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