Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures
本文研究了自回归积分滑动平均模型及其他相关预测方法所隐含的预测函数形式，对时间序列预测的理论和应用有参考价值。
Bovas Abraham, Johannes Ledolter, Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures, International Statistical Review / Revue Internationale de Statistique, Vol. 54, No. 1 (Apr., 1986), pp. 51-66