Non-Gaussian Time Series Models
作者： Murray Rosenblatt
DOI: 10.1007/978-1-4684-9386-3_12
关键词: Econometrics 、 Applied mathematics 、 Order of integration 、 Gaussian 、 Dynamic factor 、 Transfer function 、 Series (mathematics) 、 Mathematics 、 Time complexity
摘要: Non-Gaussian linear time series models are discussed. The ways in which they differ from Gaussian noted. This is particularly the case for prediction and parameter or transfer function estimation.
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