ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES
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Publication:3502912
DOI10.1142/S021949370700213XzbMath1255.62228arXiv0803.4332MaRDI QIDQ3502912
Gusztáv Morvai, Benjamin Weiss
Publication date: 20 May 2008
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0803.4332
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Sequential estimation (62L12)
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