scientific article; zbMATH DE number 4009601

MaRDI QIDQ3759759zbMATHFDO

Authors Georgi N. Boshnakov

Publication date 1987

zbMATH Keywords

time seriesestimationnumerical examplesstationary processesnonstationary processesautocovariance function

Mathematics Subject Classification ID

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

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• IDENTIFICATION OF UNOBSERVED COMPONENTS MODELS

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