Prediction mean square error for non-stationary multivariate time series using estimated parameters (Q899964): Difference between revisions

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+https://doi.org/10.1016/0165-1765(87)90181-9
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+W2030664020
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+Asymptotic prediction mean squared error for vector autoregressive models
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+Predictions from ARMAX models
@@ Property / cites work: Predictions from ARMAX models / rank @@
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+Q3847819
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+Q4124141
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+Corrigenda: Properties of Predictors for Autoregressive Time Series
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+Q3902363
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+Predictions of multivariate autoregressive-moving average models
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