scientific article; zbMATH DE number 4009607

MaRDI QIDQ3759765zbMATH OpenFDO

Authors Minjin Wu

Publication date 1986

zbMATH Keywords

compound-order filteringcorrelation propertiesextreme regressive moving extreme modelsME seriesMO seriesnonlinear signal processingnumerical algorithmsorder-regressive moving-order modelsrandom- order modelrecurrence equationstime series analysis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(1)

• Analytical development of rigid Mercury nutation series

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