The Analysis of Closed-Loop Dynamic-Stochastic Systems

DOI10.2307/1267669zbMath0291.62112MaRDI QIDQ4042556

G. E. P. Box, John F. MacGregor

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/1267669

Mathematics Subject Classification ID

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

93E10: Estimation and detection in stochastic control theory

60H99: Stochastic analysis

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