Decision schemes of parameter identification im time series analysis2
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Publication:4191423
DOI10.1080/02331887808801409zbMath0405.62007MaRDI QIDQ4191423
Adam Kowalski, Andrzej Matuszewski, E. Pleszczynska
Publication date: 1978
Published in: Series Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331887808801409
Information; Estimation; Identifiability; Time Series; Parameter Identification; Residuals; Decision Theory; Adaptive Methods; Derived Model; Model Choice; Primitive Model; Selector Statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62A01: Foundations and philosophical topics in statistics
62C05: General considerations in statistical decision theory