Miscellanea. Time series with additive noise (Q4267778)
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scientific article; zbMATH DE number 1348128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Miscellanea. Time series with additive noise |
scientific article; zbMATH DE number 1348128 |
Statements
Miscellanea. Time series with additive noise (English)
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31 January 2000
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autoregressive fractionally integrated moving average
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Kalman filter
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long-range dependence
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Markov chain Monte Carlo
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outlier detection
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stochastic volatility model
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state space model
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long memory
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