The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802): Difference between revisions
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| Property / cites work: Predictors for the first-order autoregressive process / rank | |||
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| Property / cites work: Properties of Predictors for Autoregressive Time Series / rank | |||
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| Property / cites work: The exact multi-period mean-square forecast error for the first-order autoregressive model / rank | |||
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| Property / cites work: Q4403226 / rank | |||
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| Property / cites work: First Order Autoregression: Inference, Estimation, and Prediction / rank | |||
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Latest revision as of 13:07, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept |
scientific article |
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (English)
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1989
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exact finite-sample behaviour of the mean-square forecast error
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multi- period least-squares forecasts
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normal autoregressive model
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intercept
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