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Publication:3321285
zbMath0536.62073MaRDI QIDQ3321285
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
infinite orderparametrizationspartial correlationsCATovervieworder determinationautoregressive spectral estimationempirical spectral analysisentropy interpretationsgeneralized AICleast-squares proceduresmoving- averageresidual variancesshort memory time seriesYule- Walker equations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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