On extrapolation in multiple ARMA processes

Jiří Anděl

Kybernetika (1980)

  • Volume: 16, Issue: 6, page (498)-511
  • ISSN: 0023-5954

How to cite

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Anděl, Jiří. "On extrapolation in multiple ARMA processes." Kybernetika 16.6 (1980): (498)-511. <http://eudml.org/doc/28462>.

@article{Anděl1980,
author = {Anděl, Jiří},
journal = {Kybernetika},
keywords = {multiple ARMA processes; improvement of extrapolation},
language = {eng},
number = {6},
pages = {(498)-511},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On extrapolation in multiple ARMA processes},
url = {http://eudml.org/doc/28462},
volume = {16},
year = {1980},
}

TY - JOUR
AU - Anděl, Jiří
TI - On extrapolation in multiple ARMA processes
JO - Kybernetika
PY - 1980
PB - Institute of Information Theory and Automation AS CR
VL - 16
IS - 6
SP - (498)
EP - 511
LA - eng
KW - multiple ARMA processes; improvement of extrapolation
UR - http://eudml.org/doc/28462
ER -

References

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  1. Ju. A. Rozanov, Stacionarnyje slučajnyje processy, Gos. izd., Moskva 1963. (1963) 
  2. A. M. Jaglom, Primery nelinejnogo ekstrapolirovanija stacionarnych slučajnych processov, Trudy VI. vsesojuznogo soveščanija po teorii verojatnostej i matematičeskoj statistike, Gos. izd. polit. i naučnoj literatury Litovskoj SSR, Vilnius 1962, 275-296. (1962) MR0199897
  3. J. Anděl, Measures of dependence in discrete stationary processes, Math. Operationsforsch. Statist., Ser. Statistics 10 (1979), 107-126. (1979) MR0542367
  4. C. W. J. Granger, Investigating causal relations by econometric models and cross-spectral methods, Econometrica 37 (1969), 424-438. (1969) 
  5. D. A. Pierce L. D. Haugh, Causality in temporal systems: characterizations and survey, J. Econometrics 5 (1977), 265-293. (1977) MR0443261
  6. F. R. Gantmacher, Teorija matric, Nauka, Moskva 1966. (1966) 
  7. J. Anděl, On extrapolation in two-dimensional stationary processes, Math. Operationsforsch. Statist., Ser. Statistics 11 (1980), 3, 315-326. (1980) MR0596515

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