Prediction and Nonparametric Estimation for Time Series with Heavy Tails
Year of publication: |
2004
|
---|---|
Authors: | Hall, Peter ; Peng, Liang ; Yao, Qiwei |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model |
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