scientific article; zbMATH DE number 4143301
zbMATH Open0697.62088MaRDI QIDQ3474003FDOQ3474003
Authors: Guy Mélard 
Publication date: 1990
Title of this publication is not available (Why is that?)
Recommendations
- Time series. Modeling, computation, and inference
- scientific article; zbMATH DE number 3920286
- Time series. Modeling, computation, and inference.
- scientific article; zbMATH DE number 4119441
- Time Series and Dynamic Models
- scientific article; zbMATH DE number 3860237
- Time series: Theory and methods
- Time series: theory and methods
- scientific article; zbMATH DE number 3885165
algorithmsforecastingtime seriesconfidence intervalsmaximum likelihood estimatorsautocorrelation functionasymptotic covariance matrixautocorrelationstime-domain approachtests of hypothesescorner methodtests of randomnessfast Kalman filter algorithmidentification of ARMA modelspseudo-maximum likelihood procedurerank autocorrelationsrecursive estimation methodssample innovationsstationary autoregressive-moving average
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)
Cited In (9)
- Title not available (Why is that?)
- The numerical computation of rational structures and asymptotic standard deviations in causal time series data
- Distribution of the Average Power of a Normal Time Series
- Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models
- Title not available (Why is that?)
- Multifold Predictive Validation in ARMAX Time Series Models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Efficient Monte Carlo method to obtain parameters of autoregressive in time series
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3474003)
