Time series - information and prediction

DOI10.1007/BF00199580zbMath0706.62084MaRDI QIDQ918613

Elsie Sterbin Gottlieb

Publication date: 1990

Published in: Biological Cybernetics (Search for Journal in Brave)

zbMATH Keywords

linear transformationtime seriesinvertibilitypredictionsautoregressiondecomposition procedurehomogeneous nonstationary casespreading rate concept

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Decomposition of stationary time series - finding the highly correlated components of stochastic processes
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