Forecasting by volterra type models (Q3771455)
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English | Forecasting by volterra type models |
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Forecasting by volterra type models (English)
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1987
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cross spectrum
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bispectrum
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transfer function
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AIC
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inverse Volterra type model
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fitting time series data
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polyspectral analysis
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identification
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estimation
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algorithm
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Canadian Lynx series
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Wolfer's sunspot series
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one step ahead predictor
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