Prediction problems for square-transformed stationary processes
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Publication:1810759
DOI10.1023/A:1022634712382zbMath1013.62094OpenAlexW1492069402MaRDI QIDQ1810759
Masanobu Taniguchi, In-Bong Choi
Publication date: 9 June 2003
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022634712382
transformationsspectral densitystationary processesbest linear predictorconjectured special densitymisspecified predictionquasi-MLE
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