Prediction theory for autoregressivemoving average processes (Q5750234)
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scientific article; zbMATH DE number 4184819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction theory for autoregressivemoving average processes |
scientific article; zbMATH DE number 4184819 |
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Prediction theory for autoregressivemoving average processes (English)
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1988
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difference-stationary processes
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noninvertible processes
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state-space methods
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Wiener-Kolmogorov theory
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prediction theory
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autoregressive- moving average processes
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forecasting
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signal extraction
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linear least squares methods
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Kalman filter
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