Prediction in moving average processes
DOI10.1016/J.JSPI.2007.01.007zbMATH Open1139.62044OpenAlexW2077648247MaRDI QIDQ2475751FDOQ2475751
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
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conditional quantilestochastic expansionasymptotically linear estimatorsmoothed empirical processconditional absolute momentresidual-based density estimator
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Cited In (5)
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