scientific article; zbMATH DE number 3898064

MaRDI QIDQ3677005zbMATH OpenFDO

Authors Emanuel Parzen

Publication date 1984

zbMATH Keywords

functional inferenceinformation criteriainformation divergence of spectral density functionslong memorymaximum entropy characterizationno memorynonstationary modelsshort memoryspectral estimatorsstationary modelstime series model identificationwhite noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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