scientific article; zbMATH DE number 3878203

MaRDI QIDQ3343281zbMATH OpenFDO

Authors Cosimo Damiano Vitale

Publication date 1982

zbMATH Keywords

decomposition of ARIMA modelsinverse autocovariance generating functionlinear symmetric filter

Mathematics Subject Classification ID

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

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