scientific article; zbMATH DE number 641220

zbMath0801.62079MaRDI QIDQ4306650

Richard A. Davis, Peter J. Brockwell

Publication date: 20 September 1994

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

zbMATH Keywords

spectral analysistime series analysissoftware packagecoherencyphase spectrumtransfer function modelstime and frequency domainlong-memory processesmultivariate autoregressionsARAR-processesbivariate spectral densitiesBox-Jenkins techniquesdata smoothing algorithmsITSMWindows program

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model ⋮ On the feasibility of time estimation under isolation conditions in wireless sensor networks

Uses Software

• Unnamed Item

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