scientific article; zbMATH DE number 3599350

MaRDI QIDQ4166090zbMATH OpenFDO

Authors Henry L. Gray, Gary D. Kelley, D. D. McIntire

Publication date 1978

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

Cited in

(4)

• Testing causality using efficiently parametrized vector ARMA models
• Dynamical systems identification from time-series data: A Hankel matrix approach
• An overview of techniques for digital ensemble generation
• A comparison of some of pattern identification methods for order determination of mixed ARMA models

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