A simple formula for optimal ARMAX predictors (Q3764026)
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scientific article; zbMATH DE number 4020991
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple formula for optimal ARMAX predictors |
scientific article; zbMATH DE number 4020991 |
Statements
A simple formula for optimal ARMAX predictors (English)
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1987
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optimal steady-state k-step ahead predictor
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scalar ARMAX process
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0.9410292506217957
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0.7803241014480591
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0.7693069577217102
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