scientific article; zbMATH DE number 3978204

MaRDI QIDQ3742544zbMATH OpenFDO

Authors YouLun Xiong

Publication date 1985

zbMATH Keywords

canonical difference equationMARMA modelsstate space formsstationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

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