On improvement of prediction in arma processes

DOI10.1080/02331888108801615zbMath0514.62103OpenAlexW1974852580MaRDI QIDQ3660745

Tomáš Cipra

Publication date: 1981

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888108801615

zbMATH Keywords

ARMA processesadditional multivariate processimprovement of predictionmultivariate discrete stationary processuncorrelated processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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