Revisions in ARIMA Signal Extraction (Q4725565)
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scientific article; zbMATH DE number 3999069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Revisions in ARIMA Signal Extraction |
scientific article; zbMATH DE number 3999069 |
Statements
1986
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canonical decomposition
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noise extraction
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ARIMA process
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minimum mean square error linear estimate
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final estimate
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concurrent estimate
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revisions
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ARMA process
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Revisions in ARIMA Signal Extraction (English)
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0.8351908326148987
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0.7986903786659241
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0.788065493106842
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0.7877287864685059
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0.7738193869590759
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