scientific article; zbMATH DE number 558628
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Publication:4289971
zbMath0792.62085MaRDI QIDQ4289971
Publication date: 26 July 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergence resultsvector time seriesunivariate time series modelsgeneralizations of the finite-section inequality
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Basic linear algebra (15A99)
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Baxter's inequality and convergence of finite predictors of multivariate stochastic processes ⋮ Modeling of time series arrays by multistep prediction or likelihood methods. ⋮ The mixing rate of a stationary multivariate process ⋮ Selection between models through multi-step-ahead forecasting ⋮ CMV matrices, a matrix version of Baxter's theorem, scattering and de Branges spaces ⋮ A conversation with David Findley ⋮ Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density ⋮ Uniform convergence of sample second moments of families of time series arrays.
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