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Improvement of extrapolation in multivariate stationary processes
Kybernetika, Tome 17 (1981) no. 3, pp. 234-243 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60G25, 62M10, 62M20 
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Cipra, Tomáš. Improvement of extrapolation in multivariate stationary processes. Kybernetika, Tome 17 (1981) no. 3, pp. 234-243. http://geodesic.mathdoc.fr/item/KYB_1981_17_3_a2/

[1] J. Anděl: Measures of dependence in discrete stationary processes. Math. Operationsforsch. Statist., Ser. Statistics 10 (1979), 107-126. | MR

[2] J. Anděl: On extrapolation in two-dimensional stationary processes. Math. Operationsforsch. Statist., Ser. Statistics 11 (1980), 315-326. | MR

[3] J. Anděl: Some Measures of Dependence in Discrete Stationary Processes. (in Czech). Doctoral dissertation, Dept. of Statistics, Charles University, Prague, 1980. | MR

[4] T. W. Anderson: Repeated measurements on autoregressive processes. JASA 73 (1978), 371-378. | MR

[5] T. Cipra: Correlation and Improvement of Prediction in Multivariate Stationary Processes. (in Czech). Ph. D. dissertation, Dept. of Statistics, Charles University, Prague, 1980.

[6] C. W. J. Granger: Investigating causal relations by econometric models and cross spectral methods. Econometrica 37 (1969), 424-438.

[7] D. A. Pierce L. D. Haugh: Causality in temporal systems. Journal of Econometrics 5 (1977), 265-293. | MR