Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong

DOI10.1214/11-STS345AzbMath1426.62257arXiv1201.1356MaRDI QIDQ635411

Bruce E. Hansen

Publication date: 19 August 2011

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.1356

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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