scientific article; zbMATH DE number 2199139

MaRDI QIDQ5312867zbMATH OpenFDO

Authors F. Jay Breidt, Nan-Jung Hsu

Publication date 25 August 2005

zbMATH Keywords

importance samplingnon-Gaussiannon-minimum phaseDiscrete time seriesnon-invertible

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

(3)

• The algorithm of recognition over the moving average for prediction of dynamic series
• Forecasting with a noncausal VAR model
• Resampling-based bias-corrected time series prediction

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