Publication:3992561

zbMath0683.62044MaRDI QIDQ3992561

William W. S. Wei

Publication date: 17 September 1992

zbMATH Keywords

aggregation; frequency domain; parameter estimation; model selection; numerical examples; Fourier analysis; Kalman filter; Gaussian distribution; unsolved problems; forecasting; state space models; time-domain; stationary processes; vector time series; systematic sampling; outlier detection; model identification; diagnostic checking; seasonal time series; intervention analysis; nonstationary time series models; transfer function models; Box-Jenkins methodology; linear models of time series

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

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

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