Forecasting by volterra type models

DOI10.1080/00949658708811032MaRDI QIDQ3771455zbMATH OpenOpenAlexFDO

Authors

Publication date 1987

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658708811032

zbMATH Keywords

AICalgorithmbispectrumCanadian Lynx seriescross spectrumestimationfitting time series dataidentificationinverse Volterra type modelone step ahead predictorpolyspectral analysistransfer functionWolfer's sunspot series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cited in

(1)

• Intervention analysis with nonlinear dependent noise variation

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