Publication:3323077
zbMath0537.62075MaRDI QIDQ3323077
Publication date: 1981
prediction; control; frequency domain; time series; time domain; white noise; spectral representation; Kalman filtering; forecasting; AR processes; autocorrelation; filters; linear transformations; evolutionary spectra; non-stationarity; autocovariance; stationary random processes; state space approach; multivariate processes; Wiener approach; MA processes; non-linear models; Box-Jenkins approach; mixed spectra; Akaike's AIC-criterion; Akaike's BIC-criterion; ARMA- processes; decomposition of the integrated spectrum; exponentially wheighted MA- predictors; filtered Poisson-processes; Kolmogorov approach; seasonal ARIMA-models; state-dependent non-linear models; survey of estimation; transferfunction models
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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