scientific article; zbMATH DE number 3446272

MaRDI QIDQ4772049zbMATH OpenFDO

Authors R. J. Bhansali

Publication date 1974

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(7)

• NONPARAMETRIC PREDICTION WITH SPATIAL DATA
• A numerical method for factorizing the rational spectral density matrix
• On the predictability of long-range dependent series
• Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study
• Bayesian non-parametric signal extraction for Gaussian time series
• Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type
• Whittle estimation of EGARCH and other exponential volatility models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4772049)