A note on the formal derivative of time series

DOI10.1080/00207178208932940zbMath0495.60046OpenAlexW1984027155MaRDI QIDQ3959202

László Gerencsér

Publication date: 1982

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178208932940

zbMATH Keywords

formal derivative of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sample path properties (60G17)

Cites Work

• Analysis of a general recursive prediction error identification algorithm

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