scientific article

zbMath0744.62130MaRDI QIDQ4000411

M. B. Priestley

Publication date: 18 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictioncorrelationcontrolfrequency domaintime seriestime domainwhite noisespectral representationKalman filteringforecastingAR processesautocorrelationfilterslinear transformationsevolutionary spectraautocovariancestationary random processesstate space approachmultivariate processesWiener approachMA processesBox-Jenkins approachmixed spectratransfer function modelsARMA-processesfiltered Poisson-processesKolmogorov approachseasonal ARIMA-modelssurvey of estimationnon- stationarityAkaike's AIC- and BIC-criteriondecomposition of integrated spectrumexponentially weighted MA-predictorsstate dependent nonlinear models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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