scientific article; zbMATH DE number 4020269

MaRDI QIDQ3763443zbMATH OpenFDO

Authors Markku Rahiala

Publication date 1986

zbMATH Keywords

asymptotically efficient estimatesdisturbanceentropyestimated innovation spectrumGLS estimationlinear transfer function modelspectral densityspectral estimationunivariate ARMA-models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Identification in stochastic control theory (93E12)

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