Publication:3996161
From MaRDI portal
zbMath0732.62088MaRDI QIDQ3996161
No author found.
Publication date: 17 September 1992
solutions; linear systems; frequency domain; time domain; autoregressive processes; state-space models; stationary processes; exercises; bivariate processes
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
93E12: Identification in stochastic control theory
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