scientific article; zbMATH DE number 773198

MaRDI QIDQ4838818zbMATH OpenFDO

Authors Yanping Zhao

Publication date 14 September 1995

zbMATH Keywords

\(N\)-step ahead iterated prediction formulasARIMAARMAmultivariate time series modelon- time predictionrandom variation coefficient regression model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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