A note on the properties of some nonstationary ARMA processes (Q1087288)
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scientific article; zbMATH DE number 3988548
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| English | A note on the properties of some nonstationary ARMA processes |
scientific article; zbMATH DE number 3988548 |
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A note on the properties of some nonstationary ARMA processes (English)
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1987
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The aim of this note is to study the properties of some nonstationary autoregressive-moving average (ARMA) processes that are considered important in real world situations. In particular, the covariance structure and linear predictors are obtained.
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nonstationary autoregressive-moving average
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ARMA
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covariance structure
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linear predictors
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0.9031911
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0.9027518
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0.9006397
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