Improvement of prediction for a larger number of steps in discrete stationary processes

Tomáš Cipra

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Displaying similar documents to “Improvement of prediction for a larger number of steps in discrete stationary processes”

Improvement of extrapolation in multivariate stationary processes

Tomáš Cipra (1981)

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On extrapolation in multiple ARMA processes

Jiří Anděl (1980)

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Non-negative linear processes

Martin Anděl (1991)

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Conditions under which the linear process is non-negative are investigated in the paper. In the definition of the linear process a strict white noise is used. Explicit results are presented also for the models AR(1) and AR(2).