On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time (Q3364245)
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scientific article; zbMATH DE number 4218058
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| English | On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time |
scientific article; zbMATH DE number 4218058 |
Statements
1994
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stable and unstable laws
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stationary first order autoregressive sequence
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one-step regression
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time reversal
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semistable distribution
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best linear predictor
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linear regression predictor
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0.8453900218009949
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0.767991840839386
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0.7644677758216858
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