Linear prediction of long-range dependent time series
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Publication:5851014
DOI10.1051/ps:2008015zbMath1180.62132arXivmath/0702485MaRDI QIDQ5851014
Publication date: 21 January 2010
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702485
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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