Quadratic prediction of time series via auto-cumulants
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Publication:6123497
DOI10.1007/s13171-023-00326-6MaRDI QIDQ6123497
Dhrubajyoti Ghosh, Soumendra Nath Lahiri, Tucker S. McElroy
Publication date: 4 March 2024
Published in: Sankhyā. Series A (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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