On Confidence Intervals for Autoregressive Roots and Predictive Regression (Q4615873): Difference between revisions

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Latest revision as of 09:11, 30 July 2024

scientific article; zbMATH DE number 7008051
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English
On Confidence Intervals for Autoregressive Roots and Predictive Regression
scientific article; zbMATH DE number 7008051

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    On Confidence Intervals for Autoregressive Roots and Predictive Regression (English)
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    29 January 2019
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    autoregressive root
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    confidence belt
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    confidence interval
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    coverage probability
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    local to unity
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    localizing coefficient
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    predictive regression
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    tightness
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