The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The effects of model parameter deviations on the variance of a linearly filtered time series |
scientific article |
Statements
The effects of model parameter deviations on the variance of a linearly filtered time series (English)
0 references
11 August 2010
0 references
autoregressive moving average model
0 references
time series forecasting
0 references
parameter uncertainty
0 references
robustness
0 references
control chart
0 references
0 references
0 references