Differential geometrical structures related to forecasting error variance ratios (Q1206617)
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scientific article; zbMATH DE number 150284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differential geometrical structures related to forecasting error variance ratios |
scientific article; zbMATH DE number 150284 |
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Differential geometrical structures related to forecasting error variance ratios (English)
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1 April 1993
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Riemannian metrics
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pairs of dual affine connections
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divergences
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yokes
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multi-step forecasting error variance ratios
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manifold of stochastic linear systems
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nonstationary cases
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AR(1) approximations
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exponential smoothing of ARMA series
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spectral density functions
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