scientific article; zbMATH DE number 967300

zbMATH Open0865.76075MaRDI QIDQ5690339FDOQ5690339

Authors Keh-Shin Lii, Murray Rosenblatt

Publication date 19 March 1997

zbMATH Keywords

estimation proceduresautoregressive moving average schemesGaussian autoregressive stationary sequencesnongaussian autoregressive stationary sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic analysis applied to problems in fluid mechanics (76M35)

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