Some problems of interpretation of time sequences based on linear modelling

MaRDI QIDQ3121730zbMATH OpenFDO

Authors Yuriĭ Petrovich Dranitsa, Andreĭ Yur'Evich Dranitsa

Publication date 20 March 2019

Full work available at URL http://diffjournal.spbu.ru/EN/numbers/2009.4/article.1.1.html

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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