scientific article; zbMATH DE number 3761255

MaRDI QIDQ3943863zbMATH OpenFDO

Authors Jostein Lillestøl

Publication date 1982

zbMATH Keywords

ARMAautoregressive moving-averagecommon components seriestime domainvariance ratio

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cited in

(1)

• Independent block identification in multivariate time series

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