Prediction problems for square-transformed stationary processes (Q1810759): Difference between revisions
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Latest revision as of 09:19, 30 July 2024
scientific article
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English | Prediction problems for square-transformed stationary processes |
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Prediction problems for square-transformed stationary processes (English)
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9 June 2003
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best linear predictor
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conjectured special density
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misspecified prediction
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quasi-MLE
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transformations
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spectral density
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stationary processes
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