Forward and reversed time prediction of autoregressive sequences
DOI10.2307/3214985zbMATH Open0872.60027OpenAlexW4238482613MaRDI QIDQ3122869FDOQ3122869
Authors: Stamatis Cambanis, Issa Fakhre-Zakeri 
Publication date: 15 September 1997
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214985
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Cited In (7)
- Prediction and non-Gaussian autoregressive stationary sequences
- Rough Sets, Fuzzy Sets, Data Mining, and Granular Computing
- TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES
- Testing Normality for Linear AR(p) Models
- On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time
- On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
- Autoregressive prediction with rolling mechanism for time series forecasting with small sample size
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