𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Influence of Numerical and Observational Errors on the Likelihood of an ARMA Series

✍ Scribed by S. Rao Jammalamadaka; Chengou Wu; Weiqung Wang

Book ID
108549369
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
179 KB
Volume
20
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The impact of measurement errors on ARMA
The impact of measurement errors on ARMA prediction
✍ Sergio G. Koreisha; Yue Fang πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 174 KB πŸ‘ 2 views

Measurement errors can have dramatic impact on the outcome of empirical analysis. In this article we quantify the eects that they can have on predictions generated from ARMA processes. Lower and upper bounds are derived for dierences in minimum mean squared prediction errors (MMSE) for forecasts gen