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scientific article; zbMATH DE number 4115785 - MaRDI portal

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zbMath0681.62077MaRDI QIDQ4730646

E. Griful, Juan José Egozcue

Publication date: 1987

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

zbMATH Keywords

multiplicity of solutions white noise spectral representation nonlinear equations poles spectral densities stationary ARMA process decomposition of ARMA processes orthogonal ARMA processes second order characteristics sum of autoregressive processes of order 1

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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