FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4272781): Difference between revisions
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Revision as of 18:10, 19 March 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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