Modelling and prediction of stochastic processes involving periodicity

DOI10.1016/S0307-904X(81)80073-XzbMath0474.62090MaRDI QIDQ1158914

S. H. Smith

Publication date: 1981

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

time-series; self tuning predictor; stationary ARMA process

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G25: Prediction theory (aspects of stochastic processes)