L <Superscript> p </Superscript>-Loss and Limit Distribution for Predicting Integrals of Some Non-Gaussian Second Order Processes
| Year of publication: |
2003
|
|---|---|
| Authors: | Istas, Jacques |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 6.2003, 3, p. 237-246
|
| Publisher: |
Springer |
| Subject: | quadrature formula | local asymptotic self similarity | second-order process | stable variable |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616056