A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES (Q3716154): Difference between revisions
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| Property / author | |||
| Property / author: Robert V. Foutz / rank | |||
| Property / author | |||
| Property / author: Robert V. Foutz / rank | |||
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| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00488.x / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2079262476 / rank | |||
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| Property / cites work | |||
| Property / cites work: Autoregressive series with random parameters / rank | |||
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| Property / cites work: Q4137964 / rank | |||
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| Property / cites work: Q4158357 / rank | |||
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| Property / cites work: Q5545070 / rank | |||
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Latest revision as of 13:30, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES |
scientific article |
Statements
A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES (English)
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1986
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random parameter
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generalized autoregressive (GAR) process
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recurrence relation
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white noise
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time series modeling
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existence of a stationary GAR process
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maximum likelihood estimates
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minimum mean squared error forecasts
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