A higher-order random-parameter process for modeling and porecasting time series (Q3787333)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A higher-order random-parameter process for modeling and porecasting time series |
scientific article |
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A higher-order random-parameter process for modeling and porecasting time series (English)
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1988
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doubly stochastic process
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random-parameter autoregressive process
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multiple time series
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white noise
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existence
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stationarity
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GAR(p) process
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maximum likelihood estimates
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minimum mean-squared-error forecasts
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