Decision schemes of parameter identification im time series analysis2
DOI10.1080/02331887808801409zbMath0405.62007OpenAlexW2089842369MaRDI QIDQ4191423
E. Pleszczynska, Andrzej Matuszewski, Adam Kowalski
Publication date: 1978
Published in: Series Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331887808801409
InformationEstimationIdentifiabilityTime SeriesParameter IdentificationResidualsDecision TheoryAdaptive MethodsDerived ModelModel ChoicePrimitive ModelSelector Statistics
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) General considerations in statistical decision theory (62C05)
This page was built for publication: Decision schemes of parameter identification im time series analysis2