Quadratic Prediction of Time Series via Auto-Cumulants

IF 0.6 Q4 STATISTICS & PROBABILITY Sankhya-Series A-Mathematical Statistics and Probability Pub Date : 2023-09-08 DOI:10.1007/s13171-023-00326-6
T. McElroy, Dhrubajyoti Ghosh, Soumendra Lahiri
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时间序列的自累积量二次预测
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来源期刊
CiteScore
1.40
自引率
14.30%
发文量
29
期刊介绍: Sankhya, Series A, publishes original, high quality research articles in various areas of modern statistics, such as probability, theoretical statistics, mathematical statistics and machine learning. The areas are interpreted in a broad sense. Articles are judged on the basis of their novelty and technical correctness. Sankhya, Series B, primarily covers applied and interdisciplinary statistics including data sciences. Applied articles should preferably include analysis of original data of broad interest, novel applications of methodology and development of methods and techniques of immediate practical use. Authoritative reviews and comprehensive discussion articles in areas of vigorous current research are also welcome.
期刊最新文献
Global-Local Shrinkage Priors for Asymptotic Point and Interval Estimation of Normal Means under Sparsity Quadratic Prediction of Time Series via Auto-Cumulants Exponential Bounds and Convergence Rates of Sieve Estimators for Functional Autoregressive Processes M-estimators for Models with a Mix of Discrete and Continuous Parameters A Bivariate Teissier Distribution: Properties, Bayes Estimation and Application
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