Linear transformations of vector ARMA processes
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Publication:760742
DOI10.1016/0304-4076(84)90023-XzbMath0555.62072MaRDI QIDQ760742
Publication date: 1984
Published in: Journal of Econometrics (Search for Journal in Brave)
comparison of predictors; conditions for stationarity; linear transformations of vector ARMA procsses
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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