ON A CHARACTERIZATION OF OPTIMAL PREDICTORS FOR NONSTATIONARY ARMA PROCESSES
[摘要] This note contains a characterization of predictors for nonstationary ARMA processes. Moreover, we give the weak law of large numbers for those processes.
[发布日期] 1991-02-01 [发布机构]
[效力级别] [学科分类]
[关键词] NONSTATIONARY ARMA PROCESS;LINEAR PREDICTION;WEAK LAW OF LARGE NUMBERS [时效性]
