## Abstract Let {__X__~__t__~} be a stationary process with spectral density __g__(λ).It is often that the true structure __g__(λ) is not completely specified. This paper discusses the problem of misspecified prediction when a conjectured spectral density __f__~θ~(λ), θ∈Θ, is fitted to __g__(λ). Th
Prediction for discrete time series
✍ Scribed by Gusztáv Morvai; Benjamin Weiss
- Publisher
- Springer
- Year
- 2004
- Tongue
- English
- Weight
- 197 KB
- Volume
- 132
- Category
- Article
- ISSN
- 1432-2064
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