scientific article; zbMATH DE number 3894313

zbMath0561.62075MaRDI QIDQ5186587

Jiří Anděl

Publication date: 1984

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

zbMATH Keywords

predictionGaussian processesHilbert spacesfilteringstationarityspectral densitiescovariance functionssecond order propertiesmulti-dimensional modelslinear models of ARMA type

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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