Autoregressive time series analysis via representatives

DOI10.1007/BF00357920zbMATH Open0611.62109OpenAlexW2082825231WikidataQ52698272 ScholiaQ52698272MaRDI QIDQ1087286FDOQ1087286

Authors: Dan Teodorescu, Roxana Teodorescu 

Publication date: 1984

Published in: Biological Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00357920

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zbMATH Keywords

autoregressive time seriesrepresentativesabsolute value criterionalpha optimator approachoptimization operatorrepresentative observationsstrong and weak similarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Nonhomogeneous Markov chains with desired properties - the nearest Markovian model
• Modeling Markovian biological systems via optimization operators

Cited In (3)

• Projection Pursuit Autoregression in Time Series
• Autoregressive approaches to import-export time series. I: Basic techniques
• Représentation autorégressive du prédicteur à passé infini incomplet d'une série chronologique stationnaire

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