Predictive inference for linear and multivariate linear models with ma(1) error processes (Q4337319)

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scientific article; zbMATH DE number 1010917
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Predictive inference for linear and multivariate linear models with ma(1) error processes
scientific article; zbMATH DE number 1010917

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    Predictive inference for linear and multivariate linear models with ma(1) error processes (English)
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    19 May 1997
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    multivariate \(t\)-distribution
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    first order moving average process
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    marginal likelihood function
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    prediction distribution
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    prediction regions
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