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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| English | 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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0.7717863917350769
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0.7526066899299622
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0.7492984533309937
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