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A simple formula for optimal ARMAX predictors - MaRDI portal

A simple formula for optimal ARMAX predictors (Q3764026)

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A simple formula for optimal ARMAX predictors
scientific article

    Statements

    title
    A simple formula for optimal ARMAX predictors (English)
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    publication date
    1987
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    zbMATH Keywords
    optimal steady-state k-step ahead predictor
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    scalar ARMAX process
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    author
    Raymond H. Kwong
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    Identifiers

    Mathematics Subject Classification ID
    93E12
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    62M10
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    62M20
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    93E20
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    zbMATH DE Number
    4020991
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    OpenAlex ID
    W2002557005
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