Studentized Autoregressive Time Series Residuals.

Jeffrey T. Terpstra Joseph W. McKean Kirk Anderson

Published in: Comput. Stat. (2003)

Keyphrases

autoregressive
moving average
linear prediction
non stationary
gaussian markov random field
multivariate time series
arma model
least squares
autoregressive model
random fields
random field models
spectrum analysis
parameter estimation
autoregressive moving average
machine learning
image analysis