Non-stationary <i>q</i>-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem (Q3730890)
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scientific article; zbMATH DE number 3963032
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| English | Non-stationary <i>q</i>-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem |
scientific article; zbMATH DE number 3963032 |
Statements
Non-stationary <i>q</i>-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem (English)
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1986
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time-varying moving-average models
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asymptotically efficient
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forecasts
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Granger-Andersen invertibility
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non-stationary time
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series
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spectral factorization
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invertibility
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moving-average process
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borderline non- invertible models
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Wold-Cramér decomposition
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forecasting
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matrix difference equations
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Green's matrices
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adjoint operators
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dominated solutions
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matrix generalization of continued fractions
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0.7618975639343262
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0.759864091873169
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0.7539871335029602
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0.7459723949432373
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0.7415938973426819
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