Nonstationary model validation from finite data records

DOI10.1109/TAC.1980.1102225MaRDI QIDQ3878591zbMATH OpenFDO

Authors Yoram Baram

Publication date 1980

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1980.1102225

zbMATH Keywords

correlationsexact distributionsfinite data recordslinear time series modelsmeannonstationary model validationquadratic formsresidual variables

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cited in

(1)

• Model validation using mismatched filters

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