An optimal prediction in general ARMA models (Q920529)
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scientific article; zbMATH DE number 4163972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal prediction in general ARMA models |
scientific article; zbMATH DE number 4163972 |
Statements
An optimal prediction in general ARMA models (English)
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1990
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zeron-one law
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martingales
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Polish space
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finite, complex-valued random variables
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P-convergence topology
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general ARMA model
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Wold's decomposition
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regularity conditions
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purely nondeterministic solution of ARMA equations
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prediction
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