scientific article; zbMATH DE number 1051882

zbMath0870.62067MaRDI QIDQ4349900

Katalin Varga, Gyula Pap

Publication date: 25 August 1997

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

zbMATH Keywords

Wiener processtime seriesmaximum likelihood estimatorAR processesregressionautocorrelationMarkov processes: estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)