The Effect of Estimation Error on a Geometric Moving Average

DOI10.2307/1267302zbMath0238.62099OpenAlexW4251537654MaRDI QIDQ5649338

Dean W. Wichern

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/1267302

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (1)

Predictive inference for linear and multivariate linear models with ma(1) error processes

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