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Latest revision as of 10:44, 5 March 2024

scientific article
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scientific article

    Statements

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    1981
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    AR processes
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    MA processes
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    time series
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    stationary random processes
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    time domain
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    autocovariance
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    autocorrelation
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    white noise
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    ARMA- processes
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    filtered Poisson-processes
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    decomposition of the integrated spectrum
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    spectral representation
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    linear transformations
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    filters
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    survey of estimation
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    Akaike's AIC-criterion
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    Akaike's BIC-criterion
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    frequency domain
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    mixed spectra
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    transferfunction models
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    prediction
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    control
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    Kolmogorov approach
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    Wiener approach
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    Box-Jenkins approach
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    forecasting
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    seasonal ARIMA-models
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    exponentially wheighted MA- predictors
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    state space approach
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    Kalman filtering
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    multivariate processes
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    non-stationarity
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    evolutionary spectra
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    non-linear models
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    state-dependent non-linear models
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    Identifiers

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