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Prediction via estimating functions - MaRDI portal

Prediction via estimating functions (Q1298944)

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scientific article; zbMATH DE number 1326655
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English
Prediction via estimating functions
scientific article; zbMATH DE number 1326655

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    Prediction via estimating functions (English)
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    23 November 1999
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    minimum mean squares
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    least absolute deviation
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    stable distributions
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    estimating functions
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    recursive prediction
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    non-Gaussian models
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    time series
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