A simple characterization of optimal ARMA predictors

• 31 January 1986
• journal article
• Published by Elsevier in Systems & Control Letters
• Vol. 6  (5) , 353-355
• https://doi.org/10.1016/0167-6911(86)90131-3

Abstract

Keywords

• ARMA PROCESSES
• STATE SPACE FORMULATION
• OPTIMAL PREDICTORS