scientific article

zbMath1276.62054MaRDI QIDQ3060353

Publication date: 3 December 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

cluster analysis spectral analysis correlations state space models autocorrelations regression ARIMA models GARCH models linear filters dynamic linear models structural models principal components analysis time series regression large sample theory ARMAX models multidimensional time series spectral domain theory time domain theory

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics (62Pxx)

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