Publication:2934168

zbMath1312.60001MaRDI QIDQ2934168

Holger Rootzén, Maria Sandsten, Georg Lindgren

Publication date: 11 December 2014

zbMATH Keywords

Lévy processes; Gaussian processes; stationary stochastic processes; Poisson process; time series analysis; ARMA models; linear filters

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

62M20: Inference from stochastic processes and prediction

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

60G15: Gaussian processes

60G10: Stationary stochastic processes

62M15: Inference from stochastic processes and spectral analysis

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

60G35: Signal detection and filtering (aspects of stochastic processes)

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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Uses Software

• Matlab