scientific article; zbMATH DE number 3610625

MaRDI QIDQ4176316zbMATH OpenFDO

Authors Emanuel Parzen

Publication date 1977

zbMATH Keywords

Multiple Time SeriesNumerical SimulationOrder of Approximating Autoregressive SchemesSample Autoregressive CoefficientsSample Autoregressive Transfer FunctionSample Covariance MatrixSample Memory Autoregressive Spectral Density Matrix EstimatorSample Memory Prediction Error Covariance MatrixSample Spectral Density MatrixYule-Walker Equations

Mathematics Subject Classification ID

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

Cited in

(8)

• Testing one-sided hypotheses for the mean of a Gaussian process
• Causality in temporal systems. Characterizations and a Survey
• An approach to modeling seasonally stationary time series
• The weighted average information criterion for order selection in time series and regression models
• A conversation with Emanuel Parzen
• Model selection: a Lagrange optimization approach
• Extimation and structure determination of multivariate input systems
• United statistics, confidence quantiles, Bayesian statistics

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