scientific article; zbMATH DE number 3610625

zbMATH Open0393.62035MaRDI QIDQ4176316FDOQ4176316

Authors: Emanuel Parzen 

Publication date: 1977

Title of this publication is not available (Why is that?)

zbMATH Keywords

Numerical SimulationYule-Walker EquationsMultiple 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)

Cited In (8)

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

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