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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2019204401> ?p ?o ?g. }

• W2019204401 abstract "Abstract This paper is devoted to asymptotic behaviour of plug-in statistical predictors obtained by replacing the unknown parameter in a conditional expectation by a suitable estimator. We derive the L 2 -convergence rate and limit in distribution for the predictors. Applications to ARMA processes and diffusion processes are considered." @default.
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• W2019204401 date "2009-04-01" @default.
• W2019204401 modified "2023-09-26" @default.
• W2019204401 title "A note on asymptotic parametric prediction" @default.
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• W2019204401 doi "https://doi.org/10.1016/j.jspi.2008.07.018" @default.
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