Explicit weighting coefficients for predicting ARMA time series from the finite past (Q756898)
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scientific article; zbMATH DE number 4192914
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| English | Explicit weighting coefficients for predicting ARMA time series from the finite past |
scientific article; zbMATH DE number 4192914 |
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Explicit weighting coefficients for predicting ARMA time series from the finite past (English)
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1991
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ARMA time series
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Toeplitz matrix
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Explicit formulas
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weighting coefficients
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linear minimum variance predictor
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wide sense stationary autoregressive-moving average time series
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determinants
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variance of prediction
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0.7906752824783325
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0.7901594638824463
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0.7857486605644226
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0.7803241014480591
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0.7757871150970459
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