Graphical and phase space models for univariate time series

DOI10.1007/978-3-642-57678-2_38zbMath1455.62171MaRDI QIDQ3297961

Roland Fried

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57678-2_38

zbMATH Keywords

time series analysis; missing data; ARMA models; conditional independence; phase space embedding

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

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