scientific article; zbMATH DE number 558628
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Publication:4289971
zbMATH Open0792.62085MaRDI QIDQ4289971FDOQ4289971
Publication date: 26 July 1994
Title of this publication is not available (Why is that?)
Recommendations
convergence resultsvector time seriesunivariate time series modelsgeneralizations of the finite-section inequality
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Basic linear algebra (15A99)
Cited In (10)
- The mixing rate of a stationary multivariate process
- On the asymptotic behavior of a finite section of the optimal causal filter
- CMV matrices, a matrix version of Baxter's theorem, scattering and de Branges spaces
- A conversation with David Findley
- Uniform convergence of sample second moments of families of time series arrays.
- Title not available (Why is that?)
- Selection between models through multi-step-ahead forecasting
- Baxter's inequality and convergence of finite predictors of multivariate stochastic processes
- Modeling of time series arrays by multistep prediction or likelihood methods.
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
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