Publication:3368078

zbMath1081.62070MaRDI QIDQ3368078

Wenxing Wang, Li Han, Wen-Hua Wang

Publication date: 27 January 2006

zbMATH Keywords

spectral estimation; auto-regressive moving-average model; basis time-varying functions; feedback linear estimation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93E10: Estimation and detection in stochastic control theory