SOME DOUBLY STOCHASTIC TIME SERIES MODELS (Q3716152): Difference between revisions
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Revision as of 13:28, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOME DOUBLY STOCHASTIC TIME SERIES MODELS |
scientific article |
Statements
SOME DOUBLY STOCHASTIC TIME SERIES MODELS (English)
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1986
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Markov chain
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parameter process
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prediction
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nonlinear filtering
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doubly stochastic time series
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state space models
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ARMA model
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vector stochastic process
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extrapolation
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conditions for stationarity
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