scientific article; zbMATH DE number 3784750

MaRDI QIDQ3962877zbMATH OpenFDO

Authors Christian Doncarli

Publication date 1982

zbMATH Keywords

auto-regressive mouving average modelscross correlation functioninverse filterpseudo-innovation

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Analysis of variance and covariance (ANOVA) (62J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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