ON A CHARACTERIZATION OF OPTIMAL PREDICTORS FOR NONSTATIONARY ARMA PROCESSES

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:37

Article

关键词: NONSTATIONARY ARMA PROCESS;    LINEAR PREDICTION;    WEAK LAW OF LARGE NUMBERS;   

DOI  :  10.1016/0304-4149(91)90061-G

来源: Elsevier

【 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.

【 授权许可】

Free