Modele a plusieurs aleas pour certaines chroniques

DOI10.1007/BF02908020zbMath0437.62085OpenAlexW1995562910MaRDI QIDQ3878590

Radu Theodorescu, R. Côté, Philippe Capéraà

Publication date: 1975

Published in: Trabajos de Estadistica y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02908020

zbMATH Keywords

time seriesmoving average processesgeneral modelforcastingseveral variates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Factorization of the Covariance Generating Function of a Pure Moving Average Process

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