Représentation autorégressive du prédicteur à passé infini incomplet d'une série chronologique stationnaire
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Publication:4495524
DOI10.1016/S0764-4442(00)00287-1zbMath0966.62065OpenAlexW2018919332MaRDI QIDQ4495524
Publication date: 17 August 2001
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0764-4442(00)00287-1
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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