scientific article; zbMATH DE number 759419

MaRDI QIDQ4834471zbMATH OpenFDO

Authors Carlos Santa Cruz, Ramon Huerta, José R. Dorronsoro, Vicente López

Publication date 21 August 1995

zbMATH Keywords

accuracy in time series forecastingaveraged scalar productdynamical system flow vectorsquality of state space reconstruction

Mathematics Subject Classification ID

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

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Cited in

(1)

• The average periodogram for nonstationary vector time series

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