scientific article; zbMATH DE number 3974638

MaRDI QIDQ3740494zbMATH OpenFDO

Authors Alois Geyer

Publication date 1985

zbMATH Keywords

autoregressive modellingBurg algorithmeconomic time seriesentropy conceptlinear predictionmaximum entropy methodparametric methods of spectrum estimationspectral analysis

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Economic time series analysis (91B84)

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(3)

• scientific article; zbMATH DE number 4016826 (Why is no real title available?)
• Comparative study of spectral analysis method of business fluctuation
• Some methods of spectral analysis: comparison with MEM--MRA combination

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