scientific article

zbMATH Open0729.62093MaRDI QIDQ3354948

B. Pasik-Duncan

Publication date: 1990

Title of this publication is not available (Why is that?)

zbMATH Keywords

predictionaggregated autoregressive processmultidimensional autoregressive process

Mathematics Subject Classification ID

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

Recommendations

• Prediction of multivariate time series by autoregressive model fitting 👍 👎
• Forecasting aggregated vector ARMA processes 👍 👎
• Fitting autoregressive models for prediction 👍 👎
• Predictive discrimination for autoregressive processes 👍 👎
• Forecasting autoregressive time series in the presence of deterministic components 👍 👎
• Prediction theory for autoregressivemoving average processes 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3354948)