Fitting Models to Spectra Using Regression Packages

DOI10.2307/2347844zbMath0646.62078OpenAlexW2484609446MaRDI QIDQ3790503

Murray A. Cameron, T. Rolf Turner

Publication date: 1987

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347844

zbMATH Keywords

Newton-RaphsonARMA modelsautoregressive moving average modelstime series modelsleast squares regressionsfrequency domain estimation algorithmsperiodogram. regression packages

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

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