Linear prediction by autoregressive model fitting in the time domain
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Publication:1248876
DOI10.1214/aos/1176344081zbMath0383.62061OpenAlexW1991372166MaRDI QIDQ1248876
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344081
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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