Filtering, Prediction and Simulation Methods for Noncausal Processes
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Publication:2802915
DOI10.1111/jtsa.12165zbMath1381.62247OpenAlexW2107322569MaRDI QIDQ2802915
Christian Gouriéroux, Joanna Jasiak
Publication date: 3 May 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12165
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)
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