Some Aspects of Forecasting with Vector Moving Average Processes (Q4856022)
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scientific article; zbMATH DE number 819229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Aspects of Forecasting with Vector Moving Average Processes |
scientific article; zbMATH DE number 819229 |
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Some Aspects of Forecasting with Vector Moving Average Processes (English)
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13 February 1996
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time series
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multivariate process
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prediction
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Hilbert space
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ARMA process
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independent Gaussian vector moving averages processes
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efficiency of forecasts
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components models
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joint vector models
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combined joint vector model
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