On extrapolation in multiple ARMA processes
Jiří Anděl (1980)
Kybernetika
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Displaying similar documents to “Improvement of extrapolation in multivariate stationary processes”
On extrapolation in multiple ARMA processes
Non-negative linear processes
Martin Anděl (1991)
Applications of Mathematics
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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).
On transformations of multivariate ARMA processes
Aleš Linka (1988)
Kybernetika
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