When is an aggregate of a time series efficiently forecast by its past? (Q1165546): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/0304-4076(82)90087-2 / rank | |||
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Property / cites work: Forecasting contemporal aggregates of multiple time series / rank | |||
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Property / cites work: Likelihood Function of Stationary Multiple Autoregressive Moving Average Models / rank | |||
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Property / cites work: Forecasting contemporal time series aggregates / rank | |||
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Latest revision as of 16:03, 13 June 2024
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English | When is an aggregate of a time series efficiently forecast by its past? |
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When is an aggregate of a time series efficiently forecast by its past? (English)
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1982
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necessary and sufficient conditions
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linear combination of elements of vector time series
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prediction
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autoregression
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Gaussian stationary process
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