PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571): Difference between revisions

@@ Property / cites work @@
+Asymptotic prediction mean squared error for vector autoregressive models
+Normal rank
@@ Property / cites work @@
+Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1
+Normal rank
@@ Property / cites work @@
+On the error of prediction of a time series
@@ Property / cites work: On the error of prediction of a time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4137964
@@ Property / cites work: Q4137964 / rank @@
+Normal rank
@@ Property / cites work @@
+A canonical analysis of multiple time series
@@ Property / cites work: A canonical analysis of multiple time series / rank @@
+Normal rank
@@ Property / cites work @@
+The prediction error of stationary Gaussian time series of unknown covariance
+Normal rank
@@ Property / cites work @@
+On laws of the iterated logarithm for local times
@@ Property / cites work: On laws of the iterated logarithm for local times / rank @@
+Normal rank
@@ Property / cites work @@
+Establishing the Positive Definiteness of the Sample Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Predictors for the first-order autoregressive process
+Normal rank
@@ Property / cites work @@
+Properties of Predictors for Autoregressive Time Series
+Normal rank
@@ Property / cites work @@
+Q3783791
@@ Property / cites work: Q3783791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
+Normal rank
@@ Property / cites work @@
+On the Law of the Iterated Logarithm
@@ Property / cites work: On the Law of the Iterated Logarithm / rank @@
+Normal rank
@@ Property / cites work @@
+An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes
+Normal rank
@@ Property / cites work @@
+Properties of Predictors in Misspecified Autoregressive Time Series Models
+Normal rank
@@ Property / cites work @@
+The sampling distribution of forecasts from a first-order autoregression
+Normal rank
@@ Property / cites work @@
+The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model
+Normal rank
@@ Property / cites work @@
+An invariance principle for the law of the iterated logarithm
+Normal rank
@@ Property / cites work @@
+Predictions of multivariate autoregressive-moving average models
+Normal rank