A higher-order random-parameter process for modeling and porecasting time series (Q3787333)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4050820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A higher-order random-parameter process for modeling and porecasting time series |
scientific article; zbMATH DE number 4050820 |
Statements
A higher-order random-parameter process for modeling and porecasting time series (English)
0 references
1988
0 references
doubly stochastic process
0 references
random-parameter autoregressive process
0 references
multiple time series
0 references
white noise
0 references
existence
0 references
stationarity
0 references
GAR(p) process
0 references
maximum likelihood estimates
0 references
minimum mean-squared-error forecasts
0 references
0.9454544186592102
0 references
0.785096287727356
0 references
0.7748619914054871
0 references
