Rosenblatt, Murray Comments on estimation and prediction for autoregressive and moving average nongaussian sequences. (English) Zbl 0897.62100 Molchanov, Stanislav A. (ed.) et al., Stochastic models in geosystems. Based on a workshop, held during the week of May 16, 1994 at IMA, Minneapolis, MN, USA. Berlin: Springer. IMA Vol. Math. Appl. 85, 353-358 (1997). For the entire collection see [Zbl 0855.00028]. MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M20 Inference from stochastic processes and prediction × Cite Format Result Cite Review PDF