Some recent advances in time series modeling

DOI10.1109/TAC.1974.1100733zbMath0317.62063MaRDI QIDQ4078949

Publication date: 1974

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

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

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