A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES (Q3716154)
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scientific article; zbMATH DE number 3945196
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| English | A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES |
scientific article; zbMATH DE number 3945196 |
Statements
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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0.9454544186592102
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0.8082743287086487
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0.8021302819252014
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0.7792060375213623
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