Uniqueness of estimated k-step prediction models of ARMA processes (Q796487)
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scientific article; zbMATH DE number 3865119
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| English | Uniqueness of estimated k-step prediction models of ARMA processes |
scientific article; zbMATH DE number 3865119 |
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Uniqueness of estimated k-step prediction models of ARMA processes (English)
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1984
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autoregressive moving average processes
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k-step prediction
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prediction error method
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pseudo-linear regression
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uniqueness property
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0.7581636905670166
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0.7489113807678223
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0.7360724210739136
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