scientific article; zbMATH DE number 3852256

MaRDI QIDQ3321283zbMATH OpenFDO

Authors Robert H. Shumway

Publication date 1983

zbMATH Keywords

frequency-domain solutionshypothesis testingmultivariate lagged regression modelsnumerical examplesparameter estimationreplicated time-series regressionsignal estimation and detection

Mathematics Subject Classification ID

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

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