A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES (Q3716154): Difference between revisions
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Revision as of 10:19, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES |
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A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES (English)
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1986
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random parameter
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generalized autoregressive (GAR) process
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recurrence relation
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white noise
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time series modeling
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existence of a stationary GAR process
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maximum likelihood estimates
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minimum mean squared error forecasts
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