A note on asymptotic parametric prediction (Q999007)

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scientific article; zbMATH DE number 5500816
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A note on asymptotic parametric prediction
scientific article; zbMATH DE number 5500816

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    A note on asymptotic parametric prediction (English)
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    30 January 2009
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    prediction
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    autoregressive process
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    moving average process
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    Ornstein-Uhlenbeck process
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    diffusion process
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    limit in distribution
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    prediction interval
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