FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4272781): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.1993.tb00172.x / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00172.x / rank | |||
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| Property / OpenAlex ID: W2040580278 / rank | |||
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| Property / cites work: Q4137964 / rank | |||
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| Property / cites work: Q4773820 / rank | |||
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| Property / cites work: On periodic and multiple autoregressions / rank | |||
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| Property / cites work: An approach to modeling seasonally stationary time series / rank | |||
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| Property / DOI: 10.1111/J.1467-9892.1993.TB00172.X / rank | |||
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Latest revision as of 14:32, 29 December 2024
scientific article; zbMATH DE number 472920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES |
scientific article; zbMATH DE number 472920 |
Statements
FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (English)
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20 December 1993
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periodic process
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PARMA processes
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minimum mean square error forecasting
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prediction ellipsoids
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update equations
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multivariate autoregressive moving-average processes
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periodically varying parameters
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covariance matrices
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forecast errors
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conditional expectation approach
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simulated example
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