Explicit weighting coefficients for predicting ARMA time series from the finite past
type: Item
instance of: scholarly article
title: Explicit weighting coefficients for predicting ARMA time series from the finite past
zbMATH Open document ID: 0723.62056
DOI: 10.1016/0377-0427(91)90047-N
author: William F. Trench
published in: Journal of Computational and Applied Mathematics
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4192914
zbMATH Keywords: ARMA time series
zbMATH Keywords: Toeplitz matrix
zbMATH Keywords: Explicit formulas
zbMATH Keywords: weighting coefficients
zbMATH Keywords: linear minimum variance predictor
zbMATH Keywords: wide sense stationary autoregressive-moving average time series
zbMATH Keywords: determinants
zbMATH Keywords: variance of prediction
MaRDI profile type: Publication
cites work: Q3247378
cites work: Band matrices with Toeplitz inverses
cites work: Q5617380
cites work: The Finite Memory Prediction of Covariance Stationary Time Series
cites work: On the Extrapolation of a Special Class of Stationary Time Series
cites work: Weighting Coefficients for the Prediction of Stationary Time Series from the Finite Past
cites work: Solution of systems with Toeplitz matrices generated by rational functions
cites work: On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
cites work: Q5732125
full work available at URL: 0377-0427(91)90047-n
OpenAlex ID: W1990667055
description: scientific article; zbMATH DE number 4192914