A higher-order random-parameter process for modeling and porecasting time series (Q3787333): Difference between revisions

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Property / author: Robert V. Foutz / rank
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Property / full work available at URL: https://doi.org/10.1080/03610928808829635 / rank
 
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Property / cites work: Q4158357 / rank
 
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Property / cites work: A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES / rank
 
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Property / cites work: ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL / rank
 
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Property / cites work: THE ESTIMATION OF RANDOM COEFFICIENT AUTOGRESSIVE MODELS. II / rank
 
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Property / cites work: SOME DOUBLY STOCHASTIC TIME SERIES MODELS / rank
 
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Latest revision as of 17:15, 18 June 2024

scientific article
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English
A higher-order random-parameter process for modeling and porecasting time series
scientific article

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    A higher-order random-parameter process for modeling and porecasting time series (English)
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    1988
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    doubly stochastic process
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    random-parameter autoregressive process
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    multiple time series
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    white noise
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    existence
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    stationarity
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    GAR(p) process
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    maximum likelihood estimates
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    minimum mean-squared-error forecasts
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