scientific article; zbMATH DE number 1222386

MaRDI QIDQ4217907zbMATH OpenFDO

Authors Will Gersch, Genshiro Kitagawa

Publication date 27 April 2000

zbMATH Keywords

smoothingfilteringtime-varying variancespectrum estimationsmoothness priorsdiscrete processesseasonal components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

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