Linear prediction by autoregressive model fitting in the time domain

DOI10.1214/aos/1176344081zbMath0383.62061OpenAlexW1991372166MaRDI QIDQ1248876

R. J. Bhansali

Publication date: 1978

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344081

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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