When is an aggregate of a time series efficiently forecast by its past? (Q1165546): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:50, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When is an aggregate of a time series efficiently forecast by its past? |
scientific article |
Statements
When is an aggregate of a time series efficiently forecast by its past? (English)
0 references
1982
0 references
necessary and sufficient conditions
0 references
linear combination of elements of vector time series
0 references
prediction
0 references
autoregression
0 references
Gaussian stationary process
0 references
