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Publication:3900875
zbMath0453.62082MaRDI QIDQ3900875
Garry D. A. Phillips, Andrew C. Harvey
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
prediction errorGram-Schmidt orthogonalizationKalman filterforecastinggeneralized least squaresdiagnostic checkingrecursive residualautoregressive-moving average disturbancesmaximum likelihood estimation of regression models
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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