scientific article; zbMATH DE number 3938370

MaRDI QIDQ3709713zbMATH OpenFDO

Authors Jürgen Franke

Publication date 1985

zbMATH Keywords

ARMA-processesfast algorithmLevinson-Durbin algorithmmixed autoregressive-moving average modelsnew algorithmorder-determining proceduresrecursive-in-order calculationtime series models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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