The Linear Predictor and Filter for Multiple Time Series

This chapter contains sections titled: 4.0 Symbolism and Definitions for Multiple Time Series, 4.1 Minimization Problem for Multiple Time Series, 4.2 Method of Undetermined Coefficients, 4.3 Multiple Prediction, 4.4 Special Cases of Prediction, 4.5 A Discrete Case of Prediction, 4.8 General Tecbnlque of DIscrete Prediction