On prediction of integrated moving average processes
Copyright policy ) Yajima, Yoshihiro;
On prediction of integrated moving average processes
We shall consider the asymptotic properties of predictors with estimated coefficients for IMA processes and how to determine the order of predictors to minimize the error of prediction. For this purpose, the effect of the initial values on predictors is also considered.
error of prediction, ARIMA process, Prediction theory (aspects of stochastic processes), initial values, integrated moving average processes, asymptotic properties of predictors, Inference from stochastic processes and prediction
error of prediction, ARIMA process, Prediction theory (aspects of stochastic processes), initial values, integrated moving average processes, asymptotic properties of predictors, Inference from stochastic processes and prediction
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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