\(L^p\)-loss and limit distribution for predicting integrals of some non-Gaussian second order processes

DOI10.1023/A:1025875929514zbMath1031.62068OpenAlexW1514534981MaRDI QIDQ1421724

Jacques Istas

Publication date: 3 February 2004

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025875929514

zbMATH Keywords

quadrature formulasecond-order processlocal asymptotic self similaritystable variable

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

This page was built for publication: \(L^p\)-loss and limit distribution for predicting integrals of some non-Gaussian second order processes