Prediction problems for square-transformed stationary processes (Q1810759)

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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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