A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES (Q3716154): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Autoregressive series with random parameters / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4137964 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4158357 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5545070 / rank | |||
Normal rank |
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)
0 references
1986
0 references
random parameter
0 references
generalized autoregressive (GAR) process
0 references
recurrence relation
0 references
white noise
0 references
time series modeling
0 references
existence of a stationary GAR process
0 references
maximum likelihood estimates
0 references
minimum mean squared error forecasts
0 references