On a characterization of optimal predictors for nonstationary ARMA processes

Aleksander Kowalski and Dominik Szynal

Stochastic Processes and their Applications, 1991, vol. 37, issue 1, 71-80

Abstract: This note contains a characterization of predictors for nonstationary ARMA processes. Moreover, we give the weak law of large numbers for those processes.

Date: 1991
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