Recursive estimation of pre-sampled values in stochastic models

MaRDI QIDQ5747328zbMATH OpenFDO

Authors Meghlaoui Dakhmouche, Farida Rosa Dakhmouche

Publication date 11 February 2014

zbMATH Keywords

\(A/R\)-algorithmARMA modelspre-sampled valuesstochastic processestime series

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic models in economics (91B70)

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