scientific article; zbMATH DE number 2051110

MaRDI QIDQ4453399zbMATH OpenFDO

Authors A. Karagrigoriou, Filia Vonta

Publication date 7 March 2004

zbMATH Keywords

spectral densityautoregressive processasymptotic optimalitymultiple prediction

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)

• On Efficient AR Spectral Estimation for Long-Range Predictions
• Asymptotically efficient order selection of a nonzero mean AR process for \(h\)-step prediction.

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