scientific article; zbMATH DE number 2199139

zbMATH Open1070.62076MaRDI QIDQ5312867FDOQ5312867

Authors: F. Jay Breidt, Nan-Jung Hsu 

Publication date: 25 August 2005

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

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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)

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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