Stationary processes and linear systems

MaRDI QIDQ3509227zbMATH OpenFDO

Authors Manfred Deistler

Publication date 1 July 2008

zbMATH Keywords

ARMAstationary processestime series analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Stationary stochastic models. An introduction
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Cited in

(4)

• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• Structure of stationary finite observation records of discrete-time stochastic linear systems
• scientific article; zbMATH DE number 218667 (Why is no real title available?)
• Stationary stochastic models. An introduction

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