"Explicit weighting coefficients for predicting ARMA time series from the finite past" by William F. Trench

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Explicit weighting coefficients for predicting ARMA time series from the finite past

Journal of Computational and Applied Mathematics (1991)

William F. Trench, Trinity University

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Keywords

wide sense stationary time series,
autoregressive,
moving average,
complexity

Disciplines

Applied Mathematics and
Numerical Analysis and Computation

Publication Date

1991

Citation Information

William F. Trench. "Explicit weighting coefficients for predicting ARMA time series from the finite past" Journal of Computational and Applied Mathematics Vol. 34 (1991)
Available at: http://works.bepress.com/william_trench/70/