scientific article; zbMATH DE number 1998786

MaRDI QIDQ4433409zbMATHFDO

Authors Marian Błachuta

Publication date 1996

zbMATH Keywords

predictionsystem identificationtime series analysisARIMA modelsdiscrete-time systemsHannan-Rissanen method

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series analysis of dynamical systems (37M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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