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scientific article; zbMATH DE number 1222386 - MaRDI portal

scientific article; zbMATH DE number 1222386

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Publication:4217907

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zbMath0934.62090MaRDI QIDQ4217907

Genshiro Kitagawa, Will Gersch

Publication date: 27 April 2000

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

zbMATH Keywords

smoothing smoothness priors filtering spectrum estimation time-varying variance discrete processes seasonal components

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)

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