Prediction in moving average processes
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Publication:2475751
DOI10.1016/j.jspi.2007.01.007zbMath1139.62044OpenAlexW2077648247MaRDI QIDQ2475751
Anton Schick, Wolfgang Wefelmeyer
Publication date: 11 March 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2007.01.007
conditional quantilestochastic expansionasymptotically linear estimatorsmoothed empirical processconditional absolute momentresidual-based density estimator
Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
Related Items
Prediction in invertible linear processes, On the predictability of long-range dependent series, Some developments in semiparametric statistics
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