scientific article; zbMATH DE number 3988546

MaRDI QIDQ3750860zbMATH OpenFDO

Authors E. J. Hannan

Publication date 1986

zbMATH Keywords

AR modelsARMAARMAXasymptotic theorycross spectraestimating spectral densityFourier analysis of dataKalman filterlinear systemsmultidimensional ARMAX caseperiodogramstate space representation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 3969946
• Time series: theory and methods
• scientific article; zbMATH DE number 1447423
• scientific article; zbMATH DE number 53258
• Multivariate linear time series models

Cited in

(4)

• A course in time series analysis. Lectures of the ECAS '97, Madrid, Spain, September 15--19, 1997
• Stationary processes and linear systems
• scientific article; zbMATH DE number 3969946 (Why is no real title available?)
• AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3750860)