Some Aspects of Forecasting with Vector Moving Average Processes

DOI10.1177/0008068319940302MaRDI QIDQ4856022zbMATH OpenOpenAlexFDO

Authors Shelton Peiris

Publication date 13 February 1996

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319940302

zbMATH Keywords

ARMA processcombined joint vector modelcomponents modelsefficiency of forecastsHilbert spaceindependent Gaussian vector moving averages processesjoint vector modelsmultivariate processpredictiontime series

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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(2)

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