Publication:3942264

zbMath0483.62079MaRDI QIDQ3942264

Emanuel Parzen

Publication date: 1981

zbMATH Keywords

long memory; spectral distribution; spectral density; autocorrelations; short memory; whitening filter; no memory; innovation variances; prediction variance horizon function

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

93E12: Identification in stochastic control theory

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