A Note on the Predictors of Differenced Sequences (Q3768225)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Predictors of Differenced Sequences |
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A Note on the Predictors of Differenced Sequences (English)
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1987
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stationary and invertible ARMA model
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differenced sequence
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fractional differencing
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ARIMA models
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Hilbert space
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orthogonal projection
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conditional expectation
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filtering
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optimal linear prediction
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minimum mean square prediction
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