Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown (Q3042243): Difference between revisions
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Latest revision as of 19:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown |
scientific article |
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Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown (English)
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1984
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unbiasedness
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jointly symmetric processes
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Gaussian stationary processes
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moving averages of independent symmetrically distributed innovations
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autoregressive processes
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ordinary least squares
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prediction errors
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