scientific article; zbMATH DE number 2051110

zbMATH Open1041.65016MaRDI QIDQ4453399FDOQ4453399

A. Karagrigoriou, Filia Vonta

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

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)

Cited In (2)

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

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