Decomposition of stationary time series - finding the highly correlated components of stochastic processes
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Publication:1111298
DOI10.1007/BF00204777zbMath0658.62104MaRDI QIDQ1111298
Publication date: 1989
Published in: Biological Cybernetics (Search for Journal in Brave)
autocorrelations; stationary time series; quadratic criterion; optimization operator; sum of time series; zeta-optimator
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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