Noninvertible transfer functions and their forecasts

DOI10.1214/AOS/1176343290zbMATH Open0323.62063OpenAlexW2016735608MaRDI QIDQ1224408

David A. Pierce

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343290

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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