Time series in the time domain

zbMath0578.62074MaRDI QIDQ1066594

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Publication date: 1985

Published in: Handbook of Statistics (Search for Journal in Brave)

zbMATH Keywords

algorithmsTime seriesspeech recognitionARMA modelsprediction error methodsvarying coefficientoutlier detectionecologyfrequency characteristicsParametrizationnumerical applicationsintervention analysisunequally spaced dataamplitude-dependent AR equationsapproximate ML recursive-iterative proceduresestimation of large econometric modelsinstrumental variables methodsNonlinear time-series modelsnonstationary AR modelsrobust techniquessampling designs for time seriesstate- space modelstime-domain analysis of time seriestransfer function models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Identification in stochastic control theory (93E12)

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