scientific article; zbMATH DE number 4020272

zbMATH Open0627.62094MaRDI QIDQ3763447FDOQ3763447

Authors: Duk bin Jun 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filterpredictionrandom walkforecastingestimationtime series modelslikelihood ratioARMA processfirst order autoregressive processlevel change

Mathematics Subject Classification ID

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

Cited In (1)

• Time series forecasting model based on weighted variable structure

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