Estimation of prediction error variance
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Publication:1164947
DOI10.1016/0304-4149(82)90005-9zbMath0486.62101OpenAlexW1974344939MaRDI QIDQ1164947
Publication date: 1982
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(82)90005-9
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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