Abstract
The desire to predict future realizations of time series is one of the basic motivations for analyzing a time series and building its model. In general, predicting time series with any degree of accuracy is rather difficult for several reasons, some of which are mentioned in Chapter 3. This chapter considers a special class of time series for which prediction is relatively straightforward. A more general class of time series is taken up in Chapter 7.
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© 1987 Springer-Verlag Berlin Heidelberg
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Aoki, M. (1987). Innovation Processes. In: State Space Modeling of Time Series. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-96985-0_6
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DOI: https://doi.org/10.1007/978-3-642-96985-0_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-17257-4
Online ISBN: 978-3-642-96985-0
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