Exact predictors for a generalized ar(1) process with an ar(1) parameter (Q3783390)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact predictors for a generalized ar(1) process with an ar(1) parameter |
scientific article |
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Exact predictors for a generalized ar(1) process with an ar(1) parameter (English)
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1988
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autoregressive process
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time-varying parameter
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prediction
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AR(1) process
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exact predictors
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Box-Jenkins-type approximations
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MACSYMA
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computer algebra program
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