Optimal prediction with a finite number of observations of time series of the autoregression-integrated moving average class (Q1326878)
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scientific article; zbMATH DE number 589603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal prediction with a finite number of observations of time series of the autoregression-integrated moving average class |
scientific article; zbMATH DE number 589603 |
Statements
Optimal prediction with a finite number of observations of time series of the autoregression-integrated moving average class (English)
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13 July 1994
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optimal prediction
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autoregressive-integrated moving average process
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finite number of observations
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asymptotically optimal prediction function
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general linear process
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linear process
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ARIMA processes
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