Assessing Prediction Error in Autoregressive Models (Q4318465)

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scientific article; zbMATH DE number 707133
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Assessing Prediction Error in Autoregressive Models
scientific article; zbMATH DE number 707133

    Statements

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    18 June 1995
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    correlation
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    cumulant
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    higher-order spectrum
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    non-Gaussian model
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    time series
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    conditional prediction error
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    unconditional prediction error
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    correlation coefficient
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    Assessing Prediction Error in Autoregressive Models (English)
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