On Sequential Estimation and Prediction for Discrete Time Series
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References listed on IDEAS
- Gusztáv Morvai & Benjamin Weiss, 2004. "Intermittent estimation of stationary time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 525-542, December.
- Morvai, Gusztáv & Weiss, Benjamin, 2005. "Limitations on intermittent forecasting," Statistics & Probability Letters, Elsevier, vol. 72(4), pages 285-290, May.
More about this item
KeywordsNonparametric estimation; Stationary processes;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-11-10 (All new papers)
- NEP-ECM-2007-11-10 (Econometrics)
- NEP-ETS-2007-11-10 (Econometric Time Series)
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