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zbMath0770.62077MaRDI QIDQ4003481

A. L. Swift, Gareth J. Janacek

Publication date: 18 September 1992

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

zbMATH Keywords

prediction frequency domain maximum likelihood estimation model selection evaluation Kalman filter nonlinear models time series analysis forecasting state space models ARMA models exercises spectrum estimation missing values multiple series time domain approach simulation exercises Harvey's structural models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (3)

The influence of noise on the correlation dimension of chaotic attractors ⋮ On a classification of dynamic systems subject to noise ⋮ The kriged Kalman filter. (With discussion)

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