Publication:5312867

zbMath1070.62076MaRDI QIDQ5312867

F. Jay Breidt, Nan-Jung Hsu

Publication date: 25 August 2005

zbMATH Keywords

importance sampling; non-minimum phase; non-Gaussian; Discrete time series; non-invertible

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)