scientific article; zbMATH DE number 954235
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Publication:4718452
zbMath0868.62067MaRDI QIDQ4718452
Richard A. Davis, Peter J. Brockwell
Publication date: 5 December 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
EM algorithmnumerical examplestime seriescointegrationforecastingstate-space modelsARIMAARMAmultivariate time seriescomputer packageintervention analysislong-memory modelsgeneralized state-space modelsARAR
Inference from stochastic processes and prediction (62M20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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