Forecasting by volterra type models

DOI10.1080/00949658708811032zbMath0633.62092OpenAlexW1967645308MaRDI QIDQ3771455

No author found.

Publication date: 1987

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658708811032

zbMATH Keywords

identificationalgorithmestimationtransfer functionAICbispectrumcross spectrumone step ahead predictorCanadian Lynx seriesfitting time series datainverse Volterra type modelpolyspectral analysisWolfer's sunspot series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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