Prediction Problems for Square-Transformed Stationary Processes
| Year of publication: |
2003
|
|---|---|
| Authors: | Choi, In-Bong ; Taniguchi, Masanobu |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 6.2003, 1, p. 43-64
|
| Publisher: |
Springer |
| Subject: | best linear predictor | conjectured spectral density | misspecified prediction | quasi-MLE | transformation | spectral density | stationary process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169133