Browsing by Subject "Autoregressive process"

Now showing items 1-2 of 2

    • Article  

      Asymptotically optimal AR spectral estimate for multistep prediction 

      Karagrigoriou, Alex; Vonta, Filia (2000)
      This paper discusses the concept of asymptotic optimality from the frequency domain point of view making use of the direct method for multiple prediction. In particular, it is shown that with the use of a new autoregressive ...
    • Article  

      On efficient AR spectral estimation for long-range predictions 

      Karagrigoriou, Alex; Vonta, Filia (2005)
      This article discusses the concept of asymptotic efficiency from the frequency domain point of view making use of the direct method for multiple prediction. In particular, it is shown that with the use of a new autoregressive ...