Prediction in invertible linear processes (Q2643044)
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scientific article; zbMATH DE number 5182154
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| English | Prediction in invertible linear processes |
scientific article; zbMATH DE number 5182154 |
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Prediction in invertible linear processes (English)
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23 August 2007
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von Mises statistic
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kernel smoothed empirical process
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residual-based kernel density estimator
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stochastic expansion
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infinite-order moving average process
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infinite-order autoregressive process
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0.8798680901527405
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0.7619551420211792
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0.7613494992256165
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0.7588299512863159
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