Publication:3126378

zbMath0870.62068MaRDI QIDQ3126378

No author found.

Publication date: 31 March 1997

zbMATH Keywords

prediction; wavelets; solutions; chaos; frequency domain; neural networks; time domain; Kalman filter; nonlinear models; ARCH models; state-space models; model uncertainty; exercises; fractional differencing; co-integration; threshold autoregressive models; multivariate models; bivariate processes

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

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