scientific article; zbMATH DE number 3844874

MaRDI QIDQ3314797zbMATH OpenFDO

Authors Emanuel Parzen

Publication date 1980

zbMATH Keywords

auto-regressive spectral method for time domain model identification of non-stationary time seriesfitting spectral distribution functionspredictability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

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