Publication:3696349
From MaRDI portal
zbMath0576.62088MaRDI QIDQ3696349
Publication date: 1984
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
62-02: Research exposition (monographs, survey articles) pertaining to statistics
Related Items
Factor modeling of multivariate time series: a frequency components approach, Principal component analysis using frequency components of multivariate time series, Estimation of regression coefficients in case of differentiable error processes