On prediction with time dependent arma models (Q4721469)
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scientific article; zbMATH DE number 3994840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On prediction with time dependent arma models |
scientific article; zbMATH DE number 3994840 |
Statements
On prediction with time dependent arma models (English)
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1986
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Hilbert space
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existence of solution
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one-sided Green's functions
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prediction problem
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discrete time series
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autoregressive moving average model
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nonstationary stochastic process
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ARMA models with time dependent coefficients
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linear least squares predictor
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