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scientific article; zbMATH DE number 912585 - MaRDI portal

scientific article; zbMATH DE number 912585

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Publication:4887245

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zbMath0859.62082MaRDI QIDQ4887245

Vladimir N. Fomin

Publication date: 9 April 1997

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

zbMATH Keywords

variational principles time series correlation function spectral density spectrum estimation ARMA approximation correlation function extrapolation finite process realization lag values restoration of stochastic process characteristics stationary component

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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