| Title:
|
On extrapolation in multiple ARMA processes (English) |
| Author:
|
Anděl, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
16 |
| Issue:
|
6 |
| Year:
|
1980 |
| Pages:
|
(498)-511 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G25 |
| MSC:
|
62M20 |
| idZBL:
|
Zbl 0454.60040 |
| idMR:
|
MR607290 |
| . |
| Date available:
|
2009-09-24T17:17:21Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125307 |
| . |
| Reference:
|
[1] Ju. A. Rozanov: Stacionarnyje slučajnyje processy.Gos. izd., Moskva 1963. |
| Reference:
|
[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. MR 0199897 |
| Reference:
|
[3] J. Anděl: Measures of dependence in discrete stationary processes.Math. Operationsforsch. Statist., Ser. Statistics 10 (1979), 107-126. MR 0542367 |
| Reference:
|
[4] C. W. J. Granger: Investigating causal relations by econometric models and cross-spectral methods.Econometrica 37 (1969), 424-438. |
| Reference:
|
[5] D. A. Pierce L. D. Haugh: Causality in temporal systems: characterizations and survey.J. Econometrics 5 (1977), 265-293. MR 0443261 |
| Reference:
|
[6] F. R. Gantmacher: Teorija matric.Nauka, Moskva 1966. |
| Reference:
|
[7] J. Anděl: On extrapolation in two-dimensional stationary processes.Math. Operationsforsch. Statist., Ser. Statistics 11 (1980), 3, 315-326. MR 0596515 |
| . |
