Modeling of time series arrays by multistep prediction or likelihood methods.
type: Item
instance of: scholarly article
title: Modeling of time series arrays by multistep prediction or likelihood methods.
zbMATH Open document ID: 1033.62092
DOI: 10.1016/S0304-4076(03)00139-8
author: David F. Findley
author: Benedikt M. Pötscher
author: Ching-Zong Wei
published in: Journal of Econometrics
publication date: 2004-01-26T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 2032700
zbMATH Keywords: Uniform laws of large numbers
zbMATH Keywords: Consistency
zbMATH Keywords: Misspecification
zbMATH Keywords: Nonstationary models
zbMATH Keywords: Regression residuals
zbMATH Keywords: Spectral density
zbMATH Keywords: Baxter`s inequality
zbMATH Keywords: Infinite variance process
zbMATH Keywords: Long memory process
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2032700