Exact predictors for a generalized ar(1) process with an ar(1) parameter (Q3783390)
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scientific article; zbMATH DE number 4046926
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| English | Exact predictors for a generalized ar(1) process with an ar(1) parameter |
scientific article; zbMATH DE number 4046926 |
Statements
Exact predictors for a generalized ar(1) process with an ar(1) parameter (English)
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1988
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autoregressive process
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time-varying parameter
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prediction
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AR(1) process
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exact predictors
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Box-Jenkins-type approximations
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MACSYMA
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computer algebra program
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0.747547447681427
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0.7225092649459839
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0.7143773436546326
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0.7127134203910828
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