A note on asymptotic parametric prediction
From MaRDI portal
Publication:999007
DOI10.1016/j.jspi.2008.07.018zbMath1157.62503MaRDI QIDQ999007
Publication date: 30 January 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.07.018
prediction; diffusion process; Ornstein-Uhlenbeck process; moving average process; prediction interval; autoregressive process; limit in distribution
62M20: Inference from stochastic processes and prediction
62E20: Asymptotic distribution theory in statistics
Cites Work
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