GENERALIZED SEASONAL ARIMA PROCESSES: REGULARITY/SINGULARITY CRITERIA AND LINEAR PREDICTION

DOI10.1111/j.1467-9892.1983.tb00363.xzbMath0555.62080OpenAlexW1970531417MaRDI QIDQ3218975

Benoît Truong-Van

Publication date: 1983

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00363.x

zbMATH Keywords

innovationssingularregularlinear predictionweakly stationarygeneralized seasonal ARIMA model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Sur les natures des processus solutions de certaines equations stochastiques aux differences

Cites Work

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• A direct basic form for predictors of autoregressive integrated moving average processes

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