Improvement of extrapolation in multivariate stationary processes

Tomáš Cipra

Kybernetika (1981)

  • Volume: 17, Issue: 3, page 234-243
  • ISSN: 0023-5954

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Cipra, Tomáš. "Improvement of extrapolation in multivariate stationary processes." Kybernetika 17.3 (1981): 234-243. <http://eudml.org/doc/28583>.

@article{Cipra1981,
author = {Cipra, Tomáš},
journal = {Kybernetika},
keywords = {ARMA processes; prediction},
language = {eng},
number = {3},
pages = {234-243},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Improvement of extrapolation in multivariate stationary processes},
url = {http://eudml.org/doc/28583},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Cipra, Tomáš
TI - Improvement of extrapolation in multivariate stationary processes
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 3
SP - 234
EP - 243
LA - eng
KW - ARMA processes; prediction
UR - http://eudml.org/doc/28583
ER -

References

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  1. J. Anděl, Measures of dependence in discrete stationary processes, Math. Operationsforsch. Statist., Ser. Statistics 10 (1979), 107-126. (1979) MR0542367
  2. J. Anděl, On extrapolation in two-dimensional stationary processes, Math. Operationsforsch. Statist., Ser. Statistics 11 (1980), 315-326. (1980) MR0596515
  3. J. Anděl, Some Measures of Dependence in Discrete Stationary Processes, (in Czech). Doctoral dissertation, Dept. of Statistics, Charles University, Prague, 1980. (1980) MR0542367
  4. T. W. Anderson, Repeated measurements on autoregressive processes, JASA 73 (1978), 371-378. (1978) MR0501667
  5. T. Cipra, Correlation and Improvement of Prediction in Multivariate Stationary Processes, (in Czech). Ph. D. dissertation, Dept. of Statistics, Charles University, Prague, 1980. (1980) 
  6. C. W. J. Granger, Investigating causal relations by econometric models and cross spectral methods, Econometrica 37 (1969), 424-438. (1969) 
  7. D. A. Pierce L. D. Haugh, Causality in temporal systems, Journal of Econometrics 5 (1977), 265-293. (1977) MR0443261

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