Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317)

From MaRDI portal





scientific article; zbMATH DE number 2032700
Language Label Description Also known as
English
Modeling of time series arrays by multistep prediction or likelihood methods.
scientific article; zbMATH DE number 2032700

    Statements

    Modeling of time series arrays by multistep prediction or likelihood methods. (English)
    0 references
    0 references
    0 references
    26 January 2004
    0 references
    Uniform laws of large numbers
    0 references
    Consistency
    0 references
    Misspecification
    0 references
    Nonstationary models
    0 references
    Regression residuals
    0 references
    Spectral density
    0 references
    Baxter`s inequality
    0 references
    Infinite variance process
    0 references
    Long memory process
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references