GENERALIZED SEASONAL ARIMA PROCESSES: REGULARITY/SINGULARITY CRITERIA AND LINEAR PREDICTION

B. Truong‐ Van

Journal of Time Series Analysis, 1983, vol. 4, issue 2, 111-126

Abstract: Abstract. Criteria for any generalized seasonal ARIMA model to be a regular or to be a singular process are given and a new basic form of predictors for ARIMA processes is obtained, that can be computed in a simple way.

Date: 1983
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/j.1467-9892.1983.tb00363.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:4:y:1983:i:2:p:111-126

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().