An optimal prediction in general ARMA models (Q920529)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4163972
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An optimal prediction in general ARMA models |
scientific article; zbMATH DE number 4163972 |
Statements
An optimal prediction in general ARMA models (English)
0 references
1990
0 references
zeron-one law
0 references
martingales
0 references
Polish space
0 references
finite, complex-valued random variables
0 references
P-convergence topology
0 references
general ARMA model
0 references
Wold's decomposition
0 references
regularity conditions
0 references
purely nondeterministic solution of ARMA equations
0 references
prediction
0 references
0.8088581562042236
0 references
0.8031495213508606
0 references
