A note on asymptotic parametric prediction

Journal of Statistical Planning and Inference

Volumn 139, Issue 4, 2009, Pages 1506-1513

  Bosq, Denis ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

Autoregressive process; Diffusion process; Limit in distribution; Moving average process; Ornstein Uhlenbeck process; Prediction; Prediction interval

Indexed keywords

EID: 57749188688     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.07.018     Document Type: Article

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