scientific article
zbMath0629.62094MaRDI QIDQ3766676
L. D. Broemeling, Samir Moustafa Shaarawy
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
predictionidentificationinnovationsprecisionmultivariate tlinear modelstime series analysisposterior distributiontime-domainautoregressive processesresidualsexplanatory variablesautoregressive moving average modelsmarginal posterior distributionARIMA modelBox-Jenkins approachnormal-gamma priorconditional regressionconditional least squares estimatesone-step ahead predictive distributionsunivariate t
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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