Sur L’erreur De Prevision Avec Un Modele Arima Lorsqu’il Y A Des Donnees Manquantes

DOI10.1080/03155986.1979.11731742zbMATH Open0434.62070OpenAlexW2395959224MaRDI QIDQ3873364FDOQ3873364

Authors: Roch Roy, Thien Vo-Dai 

Publication date: 1979

Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03155986.1979.11731742

zbMATH Keywords

autoregressive moving averageminimum mean square error forecastvariance of forecast errormixed ARIMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)

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