A simple characterization of optimal ARMA predictors (Q1064304)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A simple characterization of optimal ARMA predictors |
scientific article; zbMATH DE number 3920347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple characterization of optimal ARMA predictors |
scientific article; zbMATH DE number 3920347 |
Statements
A simple characterization of optimal ARMA predictors (English)
0 references
1986
0 references
The coefficients of the optimal steady state k-step ahead predictor for an ARMA process in general depend on k. It is shown that a simple formula completely characterizes all these coefficients.
0 references
optimal steady state k-step ahead predictor
0 references
ARMA process
0 references
