scientific article

zbMath0527.62087MaRDI QIDQ3042245

J.-P. Indjehagopian

Publication date: 1981

Full work available at URL: http://www.numdam.org/item?id=RSA_1981__29_4_5_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictiontime seriesHardy spacesARIMA modelslinear filtersintervention analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Intervention Analysis with Applications to Economic and Environmental Problems
• A canonical analysis of multiple time series
• Assessing the Impact of Market Disturbances Using Intervention Analysis
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