Prediction with incomplete past of a stationary process.
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Publication:1766054
DOI10.1016/S0304-4149(01)00116-8zbMath1058.62075MaRDI QIDQ1766054
Publication date: 25 February 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
stationary processes; prediction theory; autoregressive parameters; autoregressive representation; missing value problems
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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