Forecasting of stationary time series based on the small-parameter Bloomfield model

MaRDI QIDQ2837481zbMATHFDO

Authors Yuriĭ Semenovich Kharin, V. A. Voloshko

Publication date 10 July 2013

Published in Doklady Natsional'noĭ Akademii Nauk Belarusi (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(2)

• The risk of forecasting on the base of the Bloomfield model in the presence of a training sample
• On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series

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