Optimal prediction with a finite number of observations of time series of the autoregression-integrated moving average class

zbMath0795.62083MaRDI QIDQ1326878

O. N. Ashirova, E. V. Tsukerman

Publication date: 13 July 1994

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

linear processoptimal predictiongeneral linear processfinite number of observationsARIMA processesasymptotically optimal prediction functionautoregressive-integrated moving average process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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