scientific article

zbMath0770.62076MaRDI QIDQ4002938

Publication date: 18 September 1992

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

frequency domain time domain Kalman filter nonlinear models cointegration time series analysis state space models fractional differencing autoregressive-moving average models tests for unit roots unrestricted autoregression

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)

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