Parameter values of ARMA models minimising the one-step-ahead prediction error when the true system is not in the model set (Q4749053)
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scientific article; zbMATH DE number 3806788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter values of ARMA models minimising the one-step-ahead prediction error when the true system is not in the model set |
scientific article; zbMATH DE number 3806788 |
Statements
Parameter values of ARMA models minimising the one-step-ahead prediction error when the true system is not in the model set (English)
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1983
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ARMA models
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one-step-ahead prediction error
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autoregressive moving average models
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incorrect parametric model
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fitting
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