A higher-order random-parameter process for modeling and porecasting time series (Q3787333): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610928808829635 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2005243576 / rank | |||
Normal rank | |||
Revision as of 22:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A higher-order random-parameter process for modeling and porecasting time series |
scientific article |
Statements
A higher-order random-parameter process for modeling and porecasting time series (English)
0 references
1988
0 references
doubly stochastic process
0 references
random-parameter autoregressive process
0 references
multiple time series
0 references
white noise
0 references
existence
0 references
stationarity
0 references
GAR(p) process
0 references
maximum likelihood estimates
0 references
minimum mean-squared-error forecasts
0 references
