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- W1992413712 abstract "This paper introduces a concept of a general ARMA model. The Wold's decomposition is extended to a class of stochastic processes without moment conditions. There are given regularity conditions under which there exists a purely nondeterministic solution of ARMA equation. The prediction problem for that general ARMA models is solved. The classical theory of ARMA processes is a particular case of our consideration." @default.
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- W1992413712 title "An optimal prediction in general ARMA models" @default.
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- W1992413712 doi "https://doi.org/10.1016/0047-259x(90)90058-p" @default.
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