Recursive Estimation and Time-Series Analysis

DOI10.1007/978-3-642-21981-8zbMath1266.62072OpenAlexW200858817MaRDI QIDQ3092724

Publication date: 21 September 2011

Full work available at URL: https://doi.org/10.1007/978-3-642-21981-8

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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