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zbMath0677.62091MaRDI QIDQ3833471

Aleksander Kowalski, Dominik Szynal

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear prediction noise process non-stationary ARMA models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (2)

An optimal prediction in general ARMA models ⋮ A simple characterization of optimal predictors for \(L^ 1\)-ARMA processes

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