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On the Extrapolation of a Special Class of Stationary Time Series

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Publication:5601184
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DOI10.1214/aoms/1177699901zbMath0202.49202OpenAlexW1981477178MaRDI QIDQ5601184

William F. Trench

Publication date: 1965

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177699901




Related Items (3)

Inversion of Toeplitz Band Matrices ⋮ Explicit weighting coefficients for predicting ARMA time series from the finite past ⋮ On the eigenvalue problem for Toeplitz band matrices




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