The Effect of Estimation Error on a Geometric Moving Average

DOI10.2307/1267302MaRDI QIDQ5649338zbMATH OpenOpenAlexFDO

Authors 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)

Cited in

(1)

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

This page was built for publication: The Effect of Estimation Error on a Geometric Moving Average

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5649338)