Prediction of long memory processes on same-realisation (Q2655052): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of long memory processes on same-realisation |
scientific article |
Statements
Prediction of long memory processes on same-realisation (English)
0 references
22 January 2010
0 references
linear prediction
0 references
long memory
0 references
least-squares predictor based on finite past
0 references
Toeplitz matrix
0 references
simulations
0 references
