A unification of forecasting and model identification

MaRDI QIDQ2772263zbMATH OpenFDO

Authors Zhigang Han

Publication date 19 February 2002

Published in Journal of Natural Science of Heilongjiang University (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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