Approximate predictive pivots for autoregressive processes
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Publication:952858
DOI10.1016/j.spl.2008.03.010zbMath1147.62373OpenAlexW2010852981MaRDI QIDQ952858
Publication date: 14 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.010
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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