Explicit weighting coefficients for predicting ARMA time series from the finite past (Q756898)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit weighting coefficients for predicting ARMA time series from the finite past |
scientific article |
Statements
Explicit weighting coefficients for predicting ARMA time series from the finite past (English)
0 references
1991
0 references
ARMA time series
0 references
Toeplitz matrix
0 references
Explicit formulas
0 references
weighting coefficients
0 references
linear minimum variance predictor
0 references
wide sense stationary autoregressive-moving average time series
0 references
determinants
0 references
variance of prediction
0 references
0 references
