Prediction problems for square-transformed stationary processes

DOI10.1023/A:1022634712382zbMath1013.62094OpenAlexW1492069402MaRDI QIDQ1810759

Masanobu Taniguchi, In-Bong Choi

Publication date: 9 June 2003

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

Full work available at URL: https://doi.org/10.1023/a:1022634712382

zbMATH Keywords

transformationsspectral densitystationary processesbest linear predictorconjectured special densitymisspecified predictionquasi-MLE

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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