| Title:
|
Improvement of extrapolation in multivariate stationary processes (English) |
| Author:
|
Cipra, Tomáš |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
3 |
| Year:
|
1981 |
| Pages:
|
234-243 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G25 |
| MSC:
|
62M10 |
| MSC:
|
62M20 |
| idZBL:
|
Zbl 0473.62080 |
| idMR:
|
MR628211 |
| . |
| Date available:
|
2009-09-24T17:21:12Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125428 |
| . |
| Reference:
|
[1] J. Anděl: Measures of dependence in discrete stationary processes.Math. Operationsforsch. Statist., Ser. Statistics 10 (1979), 107-126. MR 0542367 |
| Reference:
|
[2] J. Anděl: On extrapolation in two-dimensional stationary processes.Math. Operationsforsch. Statist., Ser. Statistics 11 (1980), 315-326. MR 0596515 |
| Reference:
|
[3] J. Anděl: Some Measures of Dependence in Discrete Stationary Processes.(in Czech). Doctoral dissertation, Dept. of Statistics, Charles University, Prague, 1980. MR 0542367 |
| Reference:
|
[4] T. W. Anderson: Repeated measurements on autoregressive processes.JASA 73 (1978), 371-378. MR 0501667 |
| Reference:
|
[5] T. Cipra: Correlation and Improvement of Prediction in Multivariate Stationary Processes.(in Czech). Ph. D. dissertation, Dept. of Statistics, Charles University, Prague, 1980. |
| Reference:
|
[6] C. W. J. Granger: Investigating causal relations by econometric models and cross spectral methods.Econometrica 37 (1969), 424-438. |
| Reference:
|
[7] D. A. Pierce L. D. Haugh: Causality in temporal systems.Journal of Econometrics 5 (1977), 265-293. MR 0443261 |
| . |
