Prediction theory for autoregressivemoving average processes (Q5750234): Difference between revisions

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Latest revision as of 13:09, 21 June 2024

scientific article; zbMATH DE number 4184819
Language Label Description Also known as
English
Prediction theory for autoregressivemoving average processes
scientific article; zbMATH DE number 4184819

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    Prediction theory for autoregressivemoving average processes (English)
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    1988
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    difference-stationary processes
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    noninvertible processes
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    state-space methods
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    Wiener-Kolmogorov theory
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    prediction theory
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    autoregressive- moving average processes
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    forecasting
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    signal extraction
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    linear least squares methods
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    Kalman filter
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