NONSTATIONARY Q-DEPENDENT PROCESSES AND TIME-VARYING MOVING-AVERAGE MODELS - INVERTIBILITY PROPERTIES AND THE FORECASTING PROBLEM

[1] ABDRABBO NA, 1967, J ROY STAT SOC B, V29, P570

[2] Anderson O. D., 1977, Mathematische Operationsforschung und Statistik, Series Statistics, V8, P399, DOI 10.1080/02331887708801385

[3] ANDERSON OD, 1978, MATH OPERATIONSFORSC, V9, P545

[4] Box G.E.P., 1976, TIME SERIES ANAL

[5] CRAMER H, 1961, 4 P BERK S MATH STAT, V2, P57

[6] Cramer H., 1967, Stationary and Related Stochastic Srocesses: Sample Function Properties and their Applications

[7] DAVIES N, 1974, BIOMETRIKA, V61, P199

[8] CONVERGENCE OF GENERALIZED C-FRACTIONS [J]. JOURNAL OF APPROXIMATION THEORY, 1978, 24 (03) : 177 - 207

[9] DEBRUIN MG, 1977, PADE RATIONAL APPROX, P15

[10] DEBRUIN MG, 1974, THESIS U AMSTERDAM

[1] ABDRABBO NA, 1967, J ROY STAT SOC B, V29, P570

[2] Anderson O. D., 1977, Mathematische Operationsforschung und Statistik, Series Statistics, V8, P399, DOI 10.1080/02331887708801385

[3] ANDERSON OD, 1978, MATH OPERATIONSFORSC, V9, P545

[4] Box G.E.P., 1976, TIME SERIES ANAL

[5] CRAMER H, 1961, 4 P BERK S MATH STAT, V2, P57

[6] Cramer H., 1967, Stationary and Related Stochastic Srocesses: Sample Function Properties and their Applications

[7] DAVIES N, 1974, BIOMETRIKA, V61, P199

[8] CONVERGENCE OF GENERALIZED C-FRACTIONS [J]. JOURNAL OF APPROXIMATION THEORY, 1978, 24 (03) : 177 - 207

[9] DEBRUIN MG, 1977, PADE RATIONAL APPROX, P15

[10] DEBRUIN MG, 1974, THESIS U AMSTERDAM