Cambanis, S.; Fakhre-Zakeri, I. On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time. (English) Zbl 0834.62088 Theory Probab. Appl. 39, No. 2, 217-233 (1994) and Teor. Veroyatn. Primen. 39, No. 2, 294-312 (1994). MSC: 62M20 60G25 62M10 PDFBibTeX XMLCite \textit{S. Cambanis} and \textit{I. Fakhre-Zakeri}, Teor. Veroyatn. Primen. 39, No. 2, 294--312 (1994; Zbl 0834.62088)
Cambanis, S.; Fakhre-Zakeri, I. On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time. (English) Zbl 0827.62090 Teor. Veroyatn. Primen. 39, No. 2, 294-312 (1994). Reviewer: T.Cipra (Praha) MSC: 62M20 60G25 62M10 PDFBibTeX XMLCite \textit{S. Cambanis} and \textit{I. Fakhre-Zakeri}, Teor. Veroyatn. Primen. 39, No. 2, 294--312 (1994; Zbl 0827.62090)