Estimating linear representations of nonlinear processes-Reference-Cited by-同舟云学术

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Estimating linear representations of nonlinear processes

Published:1998-05 Issue:1 Volume:68 Page:145-165
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Francq Christian,Zakoïan Jean-Michel

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference35 articles.

1. The effect of Aggregation on prediction in the autoregressive model;Amemiya;J. Amer. Statist. Assoc.,1972

2. The Statistical Analysis of Time Series;Anderson,1971

3. An Introduction to Stochastic Processes;Bartlett,1955

4. Estimating the covariance between two samples autocovariances;Berlinet,1994

5. Time Series Analysis;Box,1970

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