scientific article; zbMATH DE number 168803

MaRDI QIDQ4036451zbMATH OpenFDO

Authors M. Pourahmadi

Publication date 16 May 1993

zbMATH Keywords

Wold's decompositionangle between past and futureautoregressive moving average representationsapproximating stationary time series by ARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Stationary processes and linear systems
• State representations of ARMA-models
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