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Publication:3942264

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zbMath0483.62079MaRDI QIDQ3942264

Emanuel Parzen

Publication date: 1981

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

zbMATH Keywords

long memory spectral distribution spectral density autocorrelations short memory whitening filter no memory innovation variances prediction variance horizon function

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Identification in stochastic control theory (93E12)

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