Exact Modeling of a Finite Time Series

DOI10.1137/0326006MaRDI QIDQ3783890zbMATH OpenOpenAlexFDO

Authors Christiaan Heij

Publication date 1988

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0326006

zbMATH Keywords

corroborationexact data modellingfalsifiabilityfinite time seriesidentificationpartial realizationsimplicity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Realizations from input-output data (93B15) System identification (93B30) Discrete-time control/observation systems (93C55)

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(5)

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• Construction of phenomenological models from numerical scalar time series

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