scientific article; zbMATH DE number 469123
From MaRDI portal
Publication:4272470
zbMath0800.62539MaRDI QIDQ4272470
Publication date: 20 December 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
Related Items (5)
Risk-sensitivity, large deviations and stochastic control ⋮ Robustness of minimax controllers to nonlinear perturbations ⋮ Generalised filtering ⋮ A synopsis of the smoothing formulae associated with the Kalman filter ⋮ Local scale models. State space alternative to integraded GARCH processes
This page was built for publication:
