scientific article; zbMATH DE number 703123

MaRDI QIDQ4316205zbMATH OpenFDO

Authors

Publication date 31 January 1995

zbMATH Keywords

asymptotic normalitydetermination of the prediction errors covariance matrixefficiencyexponentially weighted moving average control schemesintegrated moving average processmarginal fourth momentsmethod of momentsmultiple time seriesmultivariate time seriesmultivariate white noisePEMprediction error methodsstrongly consistent estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics in engineering and industry; control charts (62P30)

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Cited in

(1)

• On Sampling from an IMA (0, 1, 1) Process

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