Best mean square prediction for moving averages

Statistica Sinica

Volumn 15, Issue 2, 2005, Pages 427-446

  Jay Breidt, F ^a   Hsu, Nan Jung ^b  

^a Veterinary Dentistry and Oral Surgery   (United States)

^b NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

Discrete time series; Importance sampling; Non gaussian; Non invertible; Non minimum phase

Indexed keywords

EID: 20444486248     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (24)

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