Publication:3696347
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zbMath0576.62086MaRDI QIDQ3696347
Publication date: 1984
orthogonal polynomialsasymptotic propertiesHilbert spacemaximum entropyinversecorrelationsautocorrelationsCholeski decompositionWold decompositionautocovariance matrixforward and backward innovationsstationary discrete time processautoregressive approximationspartial autocorrelations of lag k
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Prediction theory (aspects of stochastic processes) (60G25)
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