scientific article

zbMath0464.62087MaRDI QIDQ3915869

Publication date: 1981

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

prediction aggregation smoothing model selection Kalman filter state space models ARMA models linear filters time series models spectral regression

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) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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