Time-series decomposition and forecasting

DOI10.1080/00207178908953452zbMath0686.62076OpenAlexW2119544717MaRDI QIDQ4204980

Dan Teodorescu

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/00207178908953452

zbMATH Keywords

decompositionforecastingbest predictoroptimization operatorstationary time-series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Introduction to stochastic control theory
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