ARMA Modeling of Time Series

DOI10.1109/TPAMI.1982.4767216zbMATH Open0481.62070OpenAlexW2058784116WikidataQ52434609 ScholiaQ52434609MaRDI QIDQ3939074

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Publication date: 1982

Published in: IEEE Transactions on Pattern Analysis and Machine Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tpami.1982.4767216

zbMATH Keywords

wide-sense stationary time seriesYule-Walker equation approximations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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