Prediction in invertible linear processes (Q2643044)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5182154
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Prediction in invertible linear processes |
scientific article; zbMATH DE number 5182154 |
Statements
Prediction in invertible linear processes (English)
0 references
23 August 2007
0 references
von Mises statistic
0 references
kernel smoothed empirical process
0 references
residual-based kernel density estimator
0 references
stochastic expansion
0 references
infinite-order moving average process
0 references
infinite-order autoregressive process
0 references
0 references
0 references
0.8798680901527405
0 references
0.7619551420211792
0 references
0.7613494992256165
0 references
0.7588299512863159
0 references
