𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An optimal prediction in general ARMA models

✍ Scribed by Aleksander Kowalski; Dominik Szynal


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
905 KB
Volume
34
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Spectral factorization of linear periodi
✍ Sergio Bittanti; Giuseppe De Nicolao πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 580 KB

A cyciostationary process is a stochastic process whose statistical parameters, such as mean and autocorrelation, exhibit suitable periodicity. In this paper, we consider the cyclospectrai factorization problem which consists of finding a Markovian (state-space) realization of a given cyclostationar

Optimal minimax designs for prediction i
✍ Joy King; Weng Kee Wong πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 680 KB

We construct optimal designs for heteroscedastic models when the goal is to make efficient prediction over a compact interval. It is assumed that the point or points which are interesting to predict are not known before the experiment is run. Two minimax strategies for minimizing the maximum fitted