scientific article; zbMATH DE number 3880573

MaRDI QIDQ3346205zbMATH OpenFDO

Authors

Publication date 1984

zbMATH Keywords

Autoregressive modelsmulti-dimensional predictionrational approximations

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Acceleration of convergence in numerical analysis (65B99) Model systems in control theory (93C99)

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Cited in

(1)

• An improved method for autoregression prediction based on variance incremental time series

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