When is an aggregate of a time series efficiently forecast by its past? (Q1165546)
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: When is an aggregate of a time series efficiently forecast by its past? |
scientific article; zbMATH DE number 3766914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When is an aggregate of a time series efficiently forecast by its past? |
scientific article; zbMATH DE number 3766914 |
Statements
When is an aggregate of a time series efficiently forecast by its past? (English)
0 references
1982
0 references
necessary and sufficient conditions
0 references
linear combination of elements of vector time series
0 references
prediction
0 references
autoregression
0 references
Gaussian stationary process
0 references
