scientific article

zbMath0673.62085MaRDI QIDQ3827448

Richard A. Davis, Peter J. Brockwell

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

identification simulation linear process spectral density estimation mean squared errors Gaussian likelihood ARMA (p,q) process best linear mean-square predictor zero-mean second order process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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