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