Correlation analysis of nonstationary processes using prior information

DOI10.1007/BF01130905zbMath1332.62325MaRDI QIDQ5965188

V. A. Karpenko, V. Ya. Galkin

Publication date: 2 March 2016

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35) Stochastic integral equations (60H20)

Cites Work

• Spectral methods in identification problems for a class of signals
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