On a characterization of optimal predictors for nonstationary ARMA processes

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

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Year of publication:	1991
Authors:	Kowalski, Aleksander ; Szynal, Dominik
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 37.1991, 1, p. 71-80
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874716