Exponomial forecasts of nonstationary time series
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Publication:1230334
DOI10.1016/0022-247X(76)90213-4zbMath0336.62079MaRDI QIDQ1230334
Publication date: 1976
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
62M20: Inference from stochastic processes and prediction
Cites Work
- An extrapolator and scrutator
- Extrapolating time series by discounted least squares
- An exponomial extrapolator
- Best Linear Unbiased Prediction in the Generalized Linear Regression Model
- On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix