Classification of Trends Via the Linear State Space Model

DOI10.1002/BIMJ.4710360706zbMATH Open0850.62649OpenAlexW2006817769MaRDI QIDQ4865192FDOQ4865192

Authors: C. Gantert 

Publication date: 17 July 1996

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710360706

Mathematics Subject Classification ID

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

Cites Work

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