Prediction problems for square-transformed stationary processes (Q1810759)
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scientific article; zbMATH DE number 1924856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction problems for square-transformed stationary processes |
scientific article; zbMATH DE number 1924856 |
Statements
Prediction problems for square-transformed stationary processes (English)
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9 June 2003
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best linear predictor
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conjectured special density
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misspecified prediction
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quasi-MLE
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transformations
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spectral density
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stationary processes
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0.90154624
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0.89672804
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0.8960369
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0.8877205
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0.8839497
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0.88364625
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0.88062686
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