scientific article; zbMATH DE number 3898069

MaRDI QIDQ3677010zbMATH OpenFDO

Authors Biljana Popović

Publication date 1984

zbMATH Keywords

autoregressive time seriesbest linear predictioncharacteristic polynomialincomplete informationmean square error of predictionmoving average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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