On Extrapolation of Moving Average and Autoregressive Processes
Publications de l'Institut Mathématique (1983)
- Volume: 34(48), Issue: 54, page 137-146
- ISSN: 0350-1302
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topPavle Mladenović. "On Extrapolation of Moving Average and Autoregressive Processes." Publications de l'Institut Mathématique 34(48).54 (1983): 137-146. <http://eudml.org/doc/257639>.
@article{PavleMladenović1983,
author = {Pavle Mladenović},
journal = {Publications de l'Institut Mathématique},
keywords = {autoregressive process; moving average process; best linear estimator; Yaglom's method; extrapolation of continuous multidimensional stationary processes},
language = {eng},
number = {54},
pages = {137-146},
publisher = {Matematički institut SANU},
title = {On Extrapolation of Moving Average and Autoregressive Processes},
url = {http://eudml.org/doc/257639},
volume = {34(48)},
year = {1983},
}
TY - JOUR
AU - Pavle Mladenović
TI - On Extrapolation of Moving Average and Autoregressive Processes
JO - Publications de l'Institut Mathématique
PY - 1983
PB - Matematički institut SANU
VL - 34(48)
IS - 54
SP - 137
EP - 146
LA - eng
KW - autoregressive process; moving average process; best linear estimator; Yaglom's method; extrapolation of continuous multidimensional stationary processes
UR - http://eudml.org/doc/257639
ER -
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