scientific article; zbMATH DE number 3610625

zbMath0393.62035MaRDI QIDQ4176316

Emanuel Parzen

Publication date: 1977

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

zbMATH Keywords

Yule-Walker EquationsNumerical SimulationMultiple Time SeriesOrder of Approximating Autoregressive SchemesSample Autoregressive CoefficientsSample Autoregressive Transfer FunctionSample Covariance MatrixSample Memory Autoregressive Spectral Density Matrix EstimatorSample Memory Prediction Error Covariance MatrixSample Spectral Density Matrix

Mathematics Subject Classification ID

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

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