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Linear Prediction of Long-Memory Processes: Asymptotic Results on
  Mean-squared Errors

Linear Prediction of Long-Memory Processes: Asymptotic Results on Mean-squared Errors

14 May 2007
F. Godet
ArXiv (abs)PDFHTML

Papers citing "Linear Prediction of Long-Memory Processes: Asymptotic Results on Mean-squared Errors"

1 / 1 papers shown
Title
Prediction of long memory processes on same-realisation
Prediction of long memory processes on same-realisation
F. Godet
221
5
0
12 Dec 2007
1