Uniqueness of estimated k-step prediction models of ARMA processes (Q796487)
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scientific article; zbMATH DE number 3865119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness of estimated k-step prediction models of ARMA processes |
scientific article; zbMATH DE number 3865119 |
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Uniqueness of estimated k-step prediction models of ARMA processes (English)
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1984
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autoregressive moving average processes
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k-step prediction
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prediction error method
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pseudo-linear regression
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uniqueness property
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