Some Aspects of Forecasting with Vector Moving Average Processes

DOI10.1177/0008068319940302zbMath0831.62074OpenAlexW2508043416MaRDI QIDQ4856022

M. Shelton Peiris

Publication date: 13 February 1996

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319940302

zbMATH Keywords

predictiontime seriesHilbert spaceARMA processmultivariate processcomponents modelscombined joint vector modelefficiency of forecastsindependent Gaussian vector moving averages processesjoint vector models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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