Measurement of a wandering signal amid noise

DOI10.2307/3212301MaRDI QIDQ5540959zbMATH OpenOpenAlexFDO

Authors E. J. Hannan

Publication date 1967

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212301

zbMATH Keywords

statistics

Cited in

(6)

• An iterated parametric approach to nonstationary signal extraction
• Periodic autoregressive models for time series with integrated seasonality
• MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
• Prediction theory for autoregressivemoving average processes
• Time series modeling and decomposition
• Trend-cycle detection as a filtering problem

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