scientific article; zbMATH DE number 194951

zbMath0687.62072MaRDI QIDQ4692920

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

prediction nonlinear models filtering linear models stationary processes non-stationary time series evolutionary spectra threshold autoregressive models Volterra series expansions polyspectra bilinear models state dependent models exponential autoregressive models Canadian lynx series sunspot series tests for nonlinearity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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